A two-stage distributionally robust maximum expert consensus model with asymmetric costs and risk aversion

被引:1
|
作者
Ma, Yifan [1 ]
Ji, Ying [1 ]
Qu, Shaojian [2 ]
Li, Yingying [1 ]
机构
[1] Shanghai Univ, Sch Management, Shanghai 200444, Peoples R China
[2] Nanjing Univ Informat Sci & Technol, Sch Management Sci & Engn, Nanjing 210044, Peoples R China
基金
中国国家自然科学基金;
关键词
Maximum expert consensus model; Uncertain adjustment costs; Risk aversion; Asymmetric costs; MINIMUM-COST; DECISION-MAKING;
D O I
10.1016/j.ins.2024.121518
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The maximum expert consensus model (MECM) emerges as a widely used consensus optimization model in group decision making (GDM). However, contemporary complexities in decision-making environment lead to the asymmetry and uncertainty of adjustment costs of decision-makers (DMs), which are critical during the consensus reaching process (CRP). Additionally, the risks emerging with the uncertainty during CRP should also be analyzed. Therefore, this paper focuses on developing the two-stage distributionally robust MECM (DRO-MECM) with asymmetric adjustment costs under an uncertain environment to improve the CRP. Specifically, we propose a MECM with asymmetric costs. Moreover, we build the two-stage DRO-MECM based on the mean-CVaR under two uncertain scenarios, allowing it to manage uncertain costs effectively while considering the risk preferences of DMs. The first stage aims to maximize the number of DM within consensus and the second stage seeks to minimize the consensus cost. Finally, the applicability of the proposed models is demonstrated by applying them to the allocation of healthcare and security capacity enhancement subsidy funds in China. The efficiency of the models is further corroborated by sensitivity analysis and comparison analysis.
引用
收藏
页数:21
相关论文
共 26 条
  • [1] Distributionally Robust Two-Stage Minimum Asymmetric Adjustment Cost Consensus Model with Risk Aversion
    Dai, Zhenhua
    Ye, Chunming
    Ji, Ying
    Zhu, Kai
    POLISH JOURNAL OF ENVIRONMENTAL STUDIES, 2024, 33 (05): : 5065 - 5085
  • [2] The robust maximum expert consensus model with risk aversion
    Ji, Ying
    Ma, Yifan
    INFORMATION FUSION, 2023, 99
  • [3] Two-Stage Distributionally Robust Minimum Cost Consensus Modeling With Loss Aversion
    Qu, Shaojian
    Zhou, Yingying
    Ji, Ying
    Dai, Zhenhua
    IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2024,
  • [4] Data-driven two-stage distributionally robust optimization with risk aversion
    Huang, Ripeng
    Qu, Shaojian
    Gong, Zaiwu
    Goh, Mark
    Ji, Ying
    APPLIED SOFT COMPUTING, 2020, 87
  • [5] Robust two-stage optimization consensus models with uncertain costs
    Li, Huanhuan
    Ji, Ying
    Ding, Jieyu
    Qu, Shaojian
    Zhang, Huijie
    Li, Yuanming
    Liu, Yubing
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2024, 317 (03) : 977 - 1002
  • [6] Distributionally Robust Chance Constrained Maximum Expert Consensus Model with Incomplete Information on Uncertain Cost
    Zhu, Kai
    Qu, Shaojian
    Ji, Ying
    Ma, Yifan
    GROUP DECISION AND NEGOTIATION, 2025, 34 (01) : 135 - 175
  • [7] MULTI-STAGE DISTRIBUTIONALLY ROBUST OPTIMIZATION WITH RISK AVERSION
    Huang, Ripeng
    Qu, Shaojian
    Yang, Xiaoguang
    Liu, Zhimin
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021, 17 (01) : 233 - 259
  • [8] Two-stage stochastic integrated adjustment deviations and consensus models in an asymmetric costs context
    Li, Huanhuan
    Ji, Ying
    Qu, Shaojian
    JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2021, 40 (06) : 12301 - 12319
  • [9] The robust minimum cost consensus model with risk aversion
    Zhang, Huijie
    Ji, Ying
    Qu, Shaojian
    Li, Huanhuan
    Huang, Ripeng
    INFORMATION SCIENCES, 2022, 587 : 283 - 299
  • [10] Distributionally robust optimization of a newsvendor model under capital constraint and risk aversion
    Zhai, Jia
    Yu, Hui
    Liang, Kai-Rong
    Li, Kevin W.
    COMPUTERS & OPERATIONS RESEARCH, 2025, 173