Method for grey-stochastic multi-criteria decision-making based on regret theory

被引：0

作者：

Qian L.-L. ^{[1
,2
]}

Liu S.-F. ^{[1
]}

Fang Z.-G. ^{[1
]}

Liu Y. ^{[3
]}

机构：

[1] College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing

[2] School of Statistics and Mathematics, Shanghai Lixin University of Accounting and Finance, Shanghai

[3] School of Business, Jiangnan University, Wuxi

来源：

Kongzhi yu Juece/Control and Decision | 2017年 / 32卷 / 06期

关键词：

Grey numbers; Grey perceived utility; Grey-stochastic; Multi-criteria decision-making; Optimal weight; Regret thoery;

D O I：

10.13195/j.kzyjc.2016.0295

中图分类号：

学科分类号：

摘要：

In the situation of considering the decision-maker's risky attitude and psychological behavior, a decision analysis method based on the regret thoery is proposed to solve the problem of grey-stochastic multi-criteria decision-making in which the criteria value of alternatives and the probability are both grey numbers. Firstly, original criteria values are converted into standard grey numbers, and the standard grey risky decision matrix under various conditions is obtained by using the normative approach. Then, the grey perceived utility function is defined based on the regret thoery. A multi-objective optimization model which produces the maximum grey overall perceived utility values of alternatives is constrcted to get the optimum weight vector, so that the optimal grey perceived utility value of each scheme is ranked by the sorting rules of interval grey numbers. Finally, an example is provided to illustrate the practicability and effectiveness of the proposed method. © 2017, Editorial Office of Control and Decision. All right reserved.

引用

页码：1069 / 1074

页数：5

共 23 条

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