首页|基于灰色累积前景理论分布式电源投资风险型决策

基于灰色累积前景理论分布式电源投资风险型决策

扫码查看
针对分布式电源投资决策问题,在选取经济效益和环境效益作为投资决策分析指标的基础上,考虑到决策者主观风险态度对分布式电源投资的实际影响,设定了投资项目的影响参数,提出一种基于累积前景理论的分布式电源投资项目灰关联分析决策模型.该方法首先引用奖优罚劣线性变换算子将初始决策矩阵进行标准化处理,并借鉴TOPSIS方法以正负理想方案作为决策的参考点,将灰关联分析法融入累积前景理论中构建了正负前景价值矩阵,进而以各方案综合前景值最大化构建权重函数优化模型,通过Matlab软件编程求解模型得出最优权重,据此得出各投资项目的综合前景值及排序.最后通过实例分析验证了该模型的科学性和合理性,为分布式电源的投资决策提供一种新的思路和方法.
Investment Risk-Based Decision of Distributed Generation Based on Grey Cumulative Prospect Theory
As for the investment decision-making problems of distributed generation,two indicators including the economic benefits and environmental benefits are selected to establish the decision index.Considering the subjective risk attitude of decision makers towards the impact of distributed generation investment,grey relevancy optimization model is formulated on the basis of cumulative prospect theory after setting the project parameters.This method uses the linear transformation operator to standardize the original decision-making matrix,and achieves the positive and negative ideal schemes which are taken as the reference points of priority by the way of TOPSIS.Based on the cumulative prospect theory and grey relational analysis,the positive and negative prospect value matrixes and the nonlinear planning model for the maximum of comprehensive prospect value are established.Then the optimum weight vector is solved by Matlab programming and the order of the program is determined.Finally,an example application proves that the method is a feasible and effective method of decision-making,and the results provide a new thought to the investment benefits of distributed generation.

distributed generationcumulative prospect theoryinvestment risk-based decision.

李存斌、苑嘉航、祁之强

展开 >

华北电力大学经济与管理学院,北京 102206

分布式电源 累积前景理论 投资风险型决策

国家自然科学基金国家电网公司科技项目

71071054,71271084521820140017

2014

华东电力
华东电力试验研究院有限公司

华东电力

CSTPCD
影响因子:0.551
ISSN:1001-9529
年,卷(期):2014.42(5)
  • 3
  • 10