基于前景理论的多阶段混合信息决策方法
A Method for Multi-Stage Mixed Information Decision-Making Based on Prospect Theory
张发明 1张淋茜 1朱姝琪1
作者信息
摘要
针对属性值为混合信息的多阶段决策问题,考虑决策者风险偏好态度,提出一种新的基于动态参考点的前景理论决策方法.通过定义直觉模糊熵,将混合信息一致化为信息效用值,并在传统单阶段参考点设置方法的基础上引入目标参考点,综合发展状态和发展趋势计算得到具有决策者风险偏好波动特点的动态参考点;进一步通过熵权法确定属性的权重范围,并构建考虑偏差度的目标优化模型,在引入前景理论的基础上测算各备选方案的动态前景值.将该决策方法应用到商业银行对小微企业贷款融资的选择案例中,对比分析说明方法的合理性和可行性.
Abstract
Considering the risk preference attitude of decision makers,a new prospect theory deci-sion-making method based on dynamic reference points is proposed for the multi-stage decision-making problem with mixed information.The intuitionistic fuzzy entropy calculation formula is designed to transform the mixed information into information utility value.In addition,on the basis of the tradi-tional single-stage reference point setting method,the dynamic reference point with the characteristics of decision makers'risk preference fluctuation is introduced and obtained by comprehensively calculat-ing the development status and development trend.Then,the weight range of criteria is determined by the entropy weight method,an objective optimization model is constructed considering the degree of deviation in each stage,and the dynamic prospect value of each alternative is calculated based on the prospect theory.Finally,this decision-making method is applied to solve the case of commercial banks'selection of loan financing for small and micro enterprises,illustrating its feasibility and ra-tionality.
关键词
混合信息/直觉模糊熵/前景理论/动态参考点/激励因子Key words
mixed information/intuitionistic fuzzy entropy/prospect theory/dynamic reference point/incentive factor引用本文复制引用
基金项目
国家自然科学基金资助项目(72161006)
教育部人文社会科学研究规划基金资助项目(21XJA630009)
广西壮族自治区自然科学基金资助重点项目(2023JJD110010)
出版年
2024
NETL
NSTL
维普
万方数据