基于熵和风险态度的二型模糊多属性决策方法

doi:10.11772/j.issn.1001-9081.2016.09.2535

计算机应用 ›› 2016, Vol. 36 ›› Issue (9): 2535-2539.DOI: 10.11772/j.issn.1001-9081.2016.09.2535

基于熵和风险态度的二型模糊多属性决策方法

王翠翠¹, 姚登宝², 李宝萍^1,3

1. 安徽三联学院基础部, 合肥 230601;
2. 东南大学经济管理学院, 南京 211189;
3. 安徽大学数学科学学院, 合肥 230601

收稿日期:2016-02-26 修回日期:2016-04-11 出版日期:2016-09-10 发布日期:2016-09-08
通讯作者: 王翠翠
作者简介:王翠翠(1989-),女,安徽宿州人,助教,硕士,主要研究方向:二型模糊理论与应用;姚登宝(1987-),男,安徽合肥人,博士研究生,主要研究方向:金融工程与风险管理;李宝萍(1976-),女,安徽巢湖人,副教授,硕士,主要研究方向:模糊决策。
基金资助:
国家自然科学基金面上项目（71473036）；安徽省高等学校省级自然科学研究重点项目（KJ2016A250）；安徽三联学院校级自然科学重点项目（kjzd2016001）。

Type-2 fuzzy multiple attribute decision-making method based on entropy and risk attitude

WANG Cuicui¹, YAO Dengbao², LI Baoping^1,3

1. Department of Foundation, Anhui Sanlian University, Hefei Anhui 230601, China;
2. School of Economics and Management, Southeast University, Nanjing Jiangsu 211189, China;
3. School of Mathematical Science, Anhui University, Hefei Anhui 230601, China

Received:2016-02-26 Revised:2016-04-11 Online:2016-09-10 Published:2016-09-08
Supported by:
This work is partially supported by the National Natural Science Foundation of China (71473036) and the Provincial Nature Science Research Key Project for Colleges and Universities of Anhui Province (KJ2016A250), the Natural Science Key Project of Anhui Sanlian University (kjzd2016001).

摘要/Abstract

摘要： 针对属性权重信息完全未知的二型模糊多属性决策问题，提出了一种基于二型模糊熵和决策者风险态度的决策方法。首先，为了准确测度二型模糊集（T2FS）的不确定性，通过引入模糊因子和犹豫因子建立了二型模糊熵的公理化准则，并基于距离测度给出了对应的计算公式。其次，为了减少整体不确定信息对决策结果的影响，结合二型模糊熵构建非线性规划模型来确定属性权重。同时，将决策者的风险态度引入二型模糊信息的得分函数中并给出具体的决策步骤。最后，通过实例分析验证了该决策方法的可行性，并与现有文献对比发现该决策方法更具有灵活性。

关键词: 二型模糊集, 二型模糊熵, 风险态度, 得分函数, 多属性决策

Abstract: In order to deal with the type-2 fuzzy decision-making problem that the attribute weights are unknown, a decision-making method based on type-2 fuzzy entropy and decision-maker's risk attitude was proposed. Firstly, the axiomatic principles of type-2 fuzzy entropy were constructed by introducing fuzzy factor and hesitancy factor to measure the uncertainty of Type-2 Fuzzy Set (T2FS), and some formulas were also given based on different distance measures. Secondly, in order to decrease effects of decision results caused by uncertain information, a non-linear programming model combined with type-2 fuzzy entropy was constructed to determine the attribute weights. Meanwhile, a score function was proposed by considering decision-maker's risk attitude and the specific decision-making processes were also given. Finally, the feasibility of the proposed method was verified through an example analysis, and the flexibility of the proposed method was also been reflected by comparing with existed references.

Key words: Type-2 Fuzzy Set (T2FS), type-2 fuzzy entropy, risk attitude, score function, multiple attribute decision-making

中图分类号:

TP18

王翠翠, 姚登宝, 李宝萍. 基于熵和风险态度的二型模糊多属性决策方法[J]. 计算机应用, 2016, 36(9): 2535-2539.

WANG Cuicui, YAO Dengbao, LI Baoping. Type-2 fuzzy multiple attribute decision-making method based on entropy and risk attitude[J]. Journal of Computer Applications, 2016, 36(9): 2535-2539.

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基于熵和风险态度的二型模糊多属性决策方法

Type-2 fuzzy multiple attribute decision-making method based on entropy and risk attitude

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