作者投稿和查稿 主编审稿 专家审稿 编委审稿 远程编辑

计算机工程 ›› 2018, Vol. 44 ›› Issue (8): 204-211. doi: 10.19678/j.issn.1000-3428.0047458

• 人工智能及识别技术 • 上一篇    下一篇

基于交叉熵与风险偏好的多属性决策分析

梅孔椿 1,张凤晓 1,毛军军 1,2,邹斌 3   

  1. 1.安徽大学 数学科学学院,合肥 230601; 2.安徽大学 计算智能与信号处理教育部重点实验室,合肥 230039; 3.安徽广播电视大学 教育科学学院,合肥 230022
  • 收稿日期:2017-06-05 出版日期:2018-08-15 发布日期:2018-08-15
  • 作者简介:梅孔椿(1992—),男,硕士研究生,主研方向为智能计算;张凤晓,硕士研究生;毛军军,教授、博士;邹斌,讲师。
  • 基金资助:

    安徽省高校优秀青年人才支持计划重点项目“基于动态时序模糊软集的不确定性信息度量模型研究与应用”(gxyqZD2016453);安徽省高等学校自然科学重点研究项目“基于动态时序模糊软集的智能决策系统模型研究与应用”(KJ2017A945)。

Multi-attribute Decision Making Analysis Based on Cross-entropy and Risk Preference

MEI Kongchun 1,ZHANG Fengxiao 1,MAO Junjun 1,2,ZOU Bin 3   

  1. 1.School of Mathematical Sciences,Anhui University,Hefei 230601,China; 2.Key Laboratory of Intelligent Computing and Signal Processing,Ministry of Education,Anhui University,Hefei 230039,China; 3.School of Educational Sciences,Anhui Radio and TV University,Hefei 230022,China
  • Received:2017-06-05 Online:2018-08-15 Published:2018-08-15

摘要:

针对以区间二型模糊集(IT2FSs)为信息环境的多属性决策问题,构建基于相对交叉熵与风险偏好的决策模型。给出区间二型模糊集的相关定义,提出一种新的排序值公式,同时引入交叉熵用以区别2个IT2FSs之间的不确定性。加入风险偏好因子以反映决策者的风险态度,并构 建属性权重完全未知和属性权重部分已知的2种模型,通过求解最优化线性模型观察风险偏好对属性权重的影响。实例分析结果表明,该模型中决策者的风险偏好对属性权重存在影响。

关键词: 区间二型模糊集, 排序值, 交叉熵, 风险偏好, 多属性决策

Abstract:

For multiple attribute decision making problems with Interval Type-2 Fuzzy Sets(IT2FSs) in the information environment,in this paper a decision model based on risk preference and cross entropy is proposed.Firstly,the relative define of IT2FSs is given,this paper proposes a new ranking value formula.At the same time,the cross-entropy is introduced to distinguish the uncertainty between two IT2FSs,in order to reflect the decision maker’s attitude towards risk,risk preference factor is joined to do as the risk attitude of decision maker.In addition,two models are constructed,which including the attribute weights are completely unknown and the attribute weights are known.By solving the optimal linear programming model to observe the effect of risk preference on attribute weights.Finally,through the analysis of an example to prove the risk preference of decision maker has an effect on attribute weights in this model.

Key words: Interval Type-2 Fuzzy Sets(IT2FSs), ranking value, cross-entropy, risk preference, multi-attribute decision making

中图分类号: