考虑准则依赖的风险型多准则决策新方法

摘要

为有效应对风险型多准则决策过程中准则依赖的问题,针对现有文献中完全理性和有限理性决策两种视角下准则独立假设的不足,应用DEMATEL方法分析决策准则之间的相互影响关系,得到准则依赖情境下的综合重要性权重,进而以备选方案状态均值为参照点,从前景理论出发,求解风险状态下备选方案的综合前景价值,作为决策依据.案例应用结果表明,所提方法在实践中是切实可行的.%To solve the problem of dependence within criteria during the process of risky multiple attribute decision making, meanwhile to avoid the inconformity of independent criteria hypothesis and reality in the existing literatures from the viewpoint of complete and bounded rationality, this study employs DEMETAL(Decision Making Trial and Evaluation Laboratory)to analyze the interaction of criteria. Firstly it deduces the comprehensive importance weight of criteria. Then it takes the average status of criteria as reference point, computes the gain and loss for each status and the probable weight of each situation, and constructs the criteria prospect value for each alternative. Finally a rank of alternatives is deter-mined as decision basis. An empirical study is presented to illustrate the proposed method and demonstrates its feasibility.