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中国工业与应用数学学会会刊
主管:中华人民共和国教育部
主办:西安交通大学
ISSN 1005-3085  CN 61-1269/O1

工程数学学报 ›› 2025, Vol. 42 ›› Issue (1): 127-138.

• • 上一篇    下一篇

基于决策者不同风险偏好与非理性行为下的区间数排序及其应用

李慧云1,  叶国菊2,  刘 尉2,  赵大方3,  郭雅婷2,  史芳芳2   

  1. 1. 江办省丹阳高级中学,镇江 212000
    2. 河海大学数学学院,南京 210098
    3. 湖北师范大学数学与统计学院,黄石 435000
  • 收稿日期:2022-05-20 接受日期:2022-12-25 出版日期:2025-02-15 发布日期:2025-04-15
  • 基金资助:
    国家重点研发计划(2018YFC1508100);江苏省自然科学基金(BK20180500);湖北省教育厅重点项目(D20192501);江苏省市场监督管理局科技计划(KJ207559).

Interval Number Ranking and Its Application Based on Different Risk Preferences and Irrational Behaviors of Decision Makers

LI Huiyun1,  YE Guoju2,  LIU Wei2,  ZHAO Dafang3,  GUO Yating2,  SHI Fangfang2   

  1. 1. Danyang High School of Jiangsu Province, Zhenjiang 212000
    2. School of Mathematics, Hohai University, Nanjing 210098
    3. School of Mathematics and Statistics, Hubei Normal University, Huangshi 435000
  • Received:2022-05-20 Accepted:2022-12-25 Online:2025-02-15 Published:2025-04-15
  • Supported by:
    The National Key Research and Development Program (2018YFC1508100); the Natural Science Foundation of Jiangsu Province (BK20180500); the Key Project of Hubei Provincial Department of Education (D20192501); the Science and Technology Plan of Jiangsu Market Supervision Administration (KJ207559).

摘要:

基于决策者对风险的不同态度以及决策会受到人有限理性等复杂心理机制的影响,针对选取决策方案时所带来的区间数排序问题提出两种区间数排序方法。首先引入双参数来代表决策者的风险偏好以及衡量该决策者为了目标所作出的让步,由此给出一个全序来对区间数进行比较,且参数通过极大熵选取也使得排序方法较为科学合理;接着引入前景理论来体现决策者在不确定性情况下,非理性心理对于决策的影响并给出区间数排序的第二种方法。最后,通过既有案例来对已有的区间数排序方法与所提方法进行比较分析,验证了第一种双参数法在改变不同的参数后,能够包两种方法所得到的结果,从而双参数法应用更为广泛;第二种前景理论方法考虑了人们面临得失时的心理行为,决策结果更符合实际。

关键词: 区间数排序, 风险偏好, 非理性因素, 决策, 前景理论

Abstract:

Based on the different attitudes of decision makers toward risk and the fact that decisions can be influenced by complex psychological mechanisms such as limited human rationality, this paper proposes two interval number ranking methods for the interval number ranking problem arising from the selection of decision options. First, a two-parameter app-roach is introduced to represent the risk preferences of the decision maker and to measure the concessions made by the decision maker for the goal, thus giving a full order to compare the number of intervals, and the parameters are selected by great entropy to make the ranking method scientific and reasonable. Then the prospect theory is introduced to reflect the influence of irrational psychology on decision making under uncertainty and a second method of ranking interval numbers is given. Finally, the existing interval number ranking methods are compared and analyzed with the method proposed in this paper through the existing cases, and it is verified that the first two-parameter method can contain the results obtained by the two existing methods listed in this paper after changing different parameters, so that the two-parameter method is more widely used; the second prospect theory method takes into account the psychological behavior of people when they face gains and losses, and the decision results are more in line with the reality.

Key words: interval number ranking, risk preferences, irrational behaviors, decision-making, prospect theory

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