一種基于多維區(qū)間數(shù)可能度的投資決策方法
發(fā)布時(shí)間:2018-03-14 21:37
本文選題:多維區(qū)間數(shù) 切入點(diǎn):多屬性決策 出處:《統(tǒng)計(jì)與決策》2011年16期 論文類型:期刊論文
【摘要】:區(qū)間數(shù)是描述不確定性的一種數(shù)學(xué)方法。通常的不確定多屬性決策方法基于一維區(qū)間數(shù)。基于多維區(qū)間數(shù)比較的可能度概念,文章提出了一種多維區(qū)間數(shù)排序的多屬性投資決策方法。首先在介紹一維區(qū)間數(shù)和相關(guān)運(yùn)算的基礎(chǔ)上,分析了多維區(qū)間數(shù)概念及其相關(guān)運(yùn)算,并給出多維區(qū)間數(shù)比較的可能度概念;然后類似于一維區(qū)間數(shù)比較的可能度方法,提出基于多維區(qū)間數(shù)可能度概念的多維區(qū)間數(shù)排序新方法,進(jìn)一步研究了一種基于多維區(qū)間數(shù)可能度的不確定性投資決策排序方法,確定最優(yōu)投資方案;最后給出一個(gè)算例說明了提出方法的有效性。
[Abstract]:Interval number is a mathematical method to describe uncertainty. The usual uncertain multi-attribute decision making method is based on one-dimensional interval number, based on the concept of possibility degree of multi-dimensional interval number comparison. In this paper, a multi-attribute investment decision method for multi-dimensional interval number ranking is proposed. Firstly, based on the introduction of one-dimensional interval number and correlation operation, the concept of multi-dimensional interval number and its related operations are analyzed. The concept of possibility degree of multi-dimensional interval number comparison is given, and a new method of sorting multi-dimensional interval number based on the concept of possibility degree of multidimensional interval number is proposed, which is similar to the possibility degree method of one-dimensional interval number comparison. A decision ranking method for uncertain investment based on the possibility degree of multi-dimensional interval number is further studied to determine the optimal investment scheme. Finally, an example is given to illustrate the effectiveness of the proposed method.
【作者單位】: 上海財(cái)經(jīng)大學(xué)信息管理與工程學(xué)院;
【基金】:國(guó)家自然科學(xué)基金資助項(xiàng)目(70971083) 教育部博士點(diǎn)基金資助項(xiàng)目(20090078110001)
【分類號(hào)】:F224;F830.59
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