灰色多指标风险型决策方法研究罗党.pdfVIP

2004 8 Aug. 2004 26 8 Systems Engineering and Electronics Vol1 26 No1 8 : 1001O 06X( 2004) 08O10 7O03 罗 党, 刘思峰 ( 南京航空航天大学经济管理学院, 江苏 南京210016) : 针对方案指标评估值为区间灰数的风险决策问题, 提出了灰色多指标风险 决策的概念将灰色系统 理论的思想和方法与经典风险决策方法相融合, 对风险 决策问题指标权重完全未知的且指标值为区间灰数的情 况进行了探讨利用分析技巧, 建立了灰色模糊关系法及双基点法两种决策方法在灰色模糊关系算法中, 利用信 息熵确定的指标权重使决策方法更符合客观要求双基点算法在 一定程度上解决了单方面基于理想点或负理想点 进行决策时, 未能充分利用已知信息所产生的偏差, 决策更贴近于实际, 应用说明了所提出的两种决策方法的合理 性和算法的有效性 : 灰色系统理论; 风险 决策; 灰色模糊关系; 双基点方法; 区间灰数; 熵 : C934; N94 :A Research on grey mult-i criteria risk decision-making method LU O Dang, LIU S-i feng ( School of Economics and Management, Nanj ing University of Aeronautics and Astronautics, Nanj ing 210016, hina) Abstract: This paper presents a new conception grey mult-i criteria risk decision-making, to study risk mul- t-i criteria decision-making problems in which criteria values are interval gray numbers. Combining thoughts and methods of grey system theory w ith classical risk decision-making method, it studies risk decision-making prob- lem in which criteria weights are completely unknown and criteria values are interval grey numbers, and sets up two algorithms, grey fuzzy relationship method and two-basic-point method. In the former, criteria weights are determined by information entropy, which ensures the algorithms to be fit for objective desire better. In some extent, the later gets rid of the deviation caused by deficient use of known information in decision-making pro-