基于博弈理论的区间型多属性决策方法

针对决策矩阵元素为区间数的不确定多属性决策问题,提出一种新的决策方法。该方法视决策者和自然为博弈的双方,构建了区间值两人零和博弈。根据区间数不同的序关系,将区间值两人零和博弈转化为清晰值两人零和博弈,再通过求解对偶线性规划问题,得到博弈的最优策略,进而得到方案的预期得分,并给出各方案的排序结果。应用实例表明了方法的有效性和实用性。

Interval Multi-attribute Decision-making Method Based on Game Theory

A new method is proposed for uncertain multi-attribute decision-making,in which the attribute values are in the form of interval numbers.The method considers the decision maker and nature as the two sides of the game,and constructs the interval value two-person zero sum game.According to the different orders of the interval numbers,the interval value two-person zero sum game is transformed into the crisp value two-person zero sum games.After solving the dual linear programming,the optimal strategies of game...