考虑决策者心理行为特征的激励型变权决策方法研究

系统研究了激励型变权向量,首先定义了考虑决策者心理行为的激励型变权向量,提出了与之对应的状态变权向量,分别讨论了激励型变权向量的基本类型;其次深入研究了效用函数诱导出激励型变权特性;然后,定义了激励型变权的风险规避系数,分别研究了几类激励型变权向量与风险规避系数的关系.提出一种新的基于激励型变权向量的多属性决策方法;最后,通过实例说明了该理论是有效的和合理的.

Method for incentive type variable weight decision making considering decision maker's psychological behavioral character

The incentive variable weight vector is researched. Firstly, a definition of the incentive type variable weight vector considering decision maker' risk attitude is proposed, the state weight vector of this variable weight is discussed, it is proved that incentive variable weight vector is induced by utility function; Secondly, the coefficient of risk aversion of incentive variable weight vector is defined, and the relationships between the coefficient of risk aversion and incentive variable weight vector are discussed; Then, a new method for multi-attribute decision making based on incentive variable weight vector is proposed; Finally, the example shows that the proposed method is correct and effective.