灰色多属性风险决策方法及其应用研究

张金波; 施明华; 李晓然

doi:10.12152/j.issn.1672-2868.2019.03.005

巢湖学院学报 >

2019 , Vol. 21 >Issue 3: 28 - 33

DOI: https://doi.org/10.12152/j.issn.1672-2868.2019.03.005

数理科学

灰色多属性风险决策方法及其应用研究

张金波 ,
施明华 ,
李晓然

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皖西学院金融与数学学院，安徽六安 237012

作者简介：张金波（1980-），男，皖西学院数学与金融学院讲师，主要从事智慧决策、信息系统研究。

收稿日期: 2018-10-29

网络出版日期: 2019-05-25

基金资助

基金项目：安徽省自然科学基金（项目编号：1908085QG306）；安徽省高等学校省级质量工程教学研究重大项目（项目编号：2016jyxm1096）；安徽高校省级自然科学研究项目（项目编号：KJ2013Z344）

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Grey Multi-attribute Risk Decision-Making Method and Its Application

ZHANG Jin-bo ,
SHI Ming-hua ,
LI Xiao-ran

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College of Finance and Mathematics, West Anhui University, Lu'an Anhui 237012

Received date: 2018-10-29

Online published: 2019-05-25

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摘要

摘要：针对灰色多属性风险决策问题，给出一种基于期望理论的灰色随机变量排序方式。该排序方式一定程度减少了决策信息的损失，有助于决策精度的提高。在此基础上，提出了一种权重完全未知情况下，连续型灰色随机变量排序准则的风险决策方法。该方法先利用提出的排序方式求得互补判断矩阵，再用模糊互补矩阵排序中转法构建一个非线性规划模型，进而得到方案的排序结果。算例分析说明所给出决策方法的有效性和可行性。

关键词： 关键词：灰数; 风险型决策; 期望理论; 灰色随机变量

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张金波 , 施明华 , 李晓然 . 灰色多属性风险决策方法及其应用研究[J]. 巢湖学院学报, 2019 , 21(3) : 28 -33 . DOI: 10.12152/j.issn.1672-2868.2019.03.005

Abstract

Abstract: In order to solve the problem of grey multi-criteria risk decision -making, a grey random variable ordering method based on expectation theory is presented. This method can reduce the loss of decision making information and improve the decision accuracy. On this basis, this paper gives a method to solve the grey multicriteria risk decision-making problems, where the criteria weights are completely unknown and the criteria values of alternatives are in the form of grey stochastic variables. In this approach, the complementary judgment matrix is obtained by using the proposed ordering method. Through the solution of the non-linear programming model, which is constructed by using the fuzzy complementary matrix method, the order of the alternatives is obtained. The feasibility and validity of this approach are illustrated by an example.

Key words： Key words: grey number; risk decision-making; expectancy theory; grey stochastic variable

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