METHOD FOR MULTIPLE ATTRIBUTE DECISION-MAKING WITH CONTINUOUS RANDOM VARIABLE UNDER RISK BASED ON PROJECTION MODEL

被引：9

作者：

Jin, Fang ^{[1
]}

Zhang, Xin ^{[2
]}

Liu, Peide ^{[2
]}

机构：

[1] Shandong Econ Univ, Inst Math & Econ, Jinan 250014, Shandong, Peoples R China

[2] Shandong Econ Univ, Informat Management Sch, Jinan 250014, Shandong, Peoples R China

来源：

MATHEMATICAL & COMPUTATIONAL APPLICATIONS | 2010年 / 15卷 / 03期

关键词：

Projection pursuit; Density function; Grey correlation; Multiple attribute decision-making;

D O I：

10.3390/mca15030394

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

A rank approach based on projection model is proposed to deal with multiple attribute decision-making[MADM] problems under risk and with attribute value as continuous random variable on bounded intervals. Firstly, risk decision matrix is normalized by density function, and weights of attributes are calculated based on exception value of random variable by using projection pursuit model and genetic algorithm. Next, through calculating weighted correlation coefficients between alternatives and ideal solutions, weighted grey correlation projection models on ideal solutions are developed by grey correlation projection method for every alternative. Furthermore, alternatives are ranked by grey correlation projection value. Finally, an MADM example with interval numbers is provided to demonstrate the steps and effectiveness of the proposed approach

引用

页码：394 / 403

页数：10

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