:::

詳目顯示

回上一頁
題名:基於價值距離衡量之動態多準則決策方法及其應用
作者:尹亮
作者(外文):Liang Yin
校院名稱:淡江大學
系所名稱:管理科學學系博士班
指導教授:徐煥智
學位類別:博士
出版日期:2019
主題關鍵詞:多屬性決策展望理論動態決策群體決策MADMProspect theoryGroup decisionDynamic decision making
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:2
為取得最令人滿意之決策結果,決策者的風險態度而不僅僅是待選項目的效用價值應被納入考量中。本研究使用S形曲線價值函數來取代傳統多屬性決策方法中的期望效用函數以反映決策者的風險趨避和風險追求行為。在此基礎上,為了進一步減輕使用者在標量參考點上遇到的困難,本研究使用價值函數和權重加總方法來定義每個待選項目相對於極端可行解的心理價值距離以衡量它們的總體展望價值。該方法的效能在比較分析和敏感度分析中得到了驗證,證明其能夠幫助減少多屬性決策中的常見的問題例如排序顛倒問題.之後,該方法被擴展到群體決策領域,將多位決策者的偏好加總後得出公正的解決方案。實驗證明了該方法是適當且穩定的。最後,為了處理現實社會中存在的動態多階段決策場景.本研究將此方法發展為動態多階段決策方法並應用在一個挑選海量資料服務建構商的實際標案過程中,前一輪決策結果被以回饋機制帶入到下一輪的決策過程中。使用者接受了最終結果並認為該決策過程是易用且有幫助的。
To achieve the most satisfying decision results, not only the utility value of the alternatives but also the risk attitudes of the decision makers need to be considered. In this proposed model, the s-shape value function is adopted to replace the expected utility function that is often used in traditional MADM methods to reflect the risk-averse and risk-seeking behavior of decision makers. On top of that, to further reduce the user burden of identifying the reference points, the psychological value distance is defined to measure the overall prospect values of each alternative reference to extreme feasible solutions using the value function and the additive weighting method. Performance of the proposed algorithms is comparatively analyzed and sensitivity analysis is conducted, to prove that this mechanism can help reduce issues like rank reversal. After that, the method is extended to a group decision setting, and the preferences of multiple decision makers are aggregated to produce a fair result. The experiments show that it is an appropriate and robust MADM method. Finally, considering the real world dynamic decision making scenario, the model is further developed to be dynamic (can handle more than one rounds of decision making, as defined in another research of a dynamic multiple-criteria decision making framework) (Campanella and Ribeiro, 2011), and then was applied in a big data service provider selection bidding case and the results from previous decision making process were carried to the following round using a feedback mechanism. The users accepted the final results and were satisfied with the easy and helpful decision making process.
References
1.Abdellaoui, M. (2000). Parameter-free elicitation of utilities and probability weighting functions. Management Science, 46, 1497–1512.new window
2.Abdellaoui, M., Bleichrodt, H., & Paraschiv, C. (2007). Measuring loss aversion under prospect theory: A parameter-free approach. Management Science, 53(10), 1659–1674.
3.Alanazi, H. O., Abdullah, A. H., & Larbani, M. (2013). Dynamic weighted sum multi-criteria decision making: Mathematical model. International Journal of Mathematics and Statistics Invention, 1(2), 16.new window
4.Baky, I.A. and Abo-Sinna, M.A. 2013. TOPSIS for bi-Level MODM problems. Applied Mathematical Modelling, 37: 1004–1015.
5.Brans, J. P., Mareschal, B. & Vincke, Ph. (1984). PROMETHEE – a new family of outranking methods in multicriteria analysis. Operational Research ’84, North-Holland, New York, 477-490.
6.Campanella, G., & Ribeiro, R. A. (2011). A framework for dynamic multiple-criteria decision making. Decision Support Systems, 52(1), 52.new window
7.Chen, C. L. P., & Zhang, C. (2014). Data-intensive applications, challenges, techniques and technologies: A survey on big data. Information Sciences, 275, 314.
8.Cheng, S., Chan, C. W., & Huang, G. H. (2002). Using multiple criteria decision analysis for supporting decision of solid waste management. Journal of Environmental Science and Health, part A, 975-990.
9.Deng, H., Yeh, C., & Willis, R. J. (2000). Inter-company comparison using modified TOPSIS with objective weights. Computers & Operations Research, 27(10), 963.
10.Edwards, K. D. (1996). Prospect theory: A literature review. International Review of Financial Analysis, 5(1), 19.new window
11.Edwards, W. (1977). How to use multiattribute utility measurement for social decision making. IEEE Transactions on Systems, Man and Cybernetics. SMV-7, 326-340.
12.Fan, Z., Zhang, X., Chen, F., & Liu, Y. (2013a). Multiple attribute decision making considering aspiration-levels: A method based on prospect theory. Computers & Industrial Engineering, 65(2), 341-350.
13.Fan, Z., Zhang, X., Chen, F., & Liu, Y. (2013b). Extended TODIM method for hybrid multiple attribute decision making problems. Knowledge-Based Systems, 42, 40-48.
14.Fang, H., Li, J., & Song, W. (2018). Sustainable site selection for photovoltaic power plant: An integrated approach based on prospect theory. Energy Conversion and Management, 174, 755-768.
15.García-Cascales, M. S., & Lamata, M. T. (2012). On rank reversal and TOPSIS method. Mathematical and Computer Modelling, 56(5-6), 123-132.
16.Gomes, L. F. A. M., & Lima, M. (1992a). From modeling individual preferences to multicriteria ranking of discrete alternatives: A look at prospect theory and the additive difference model. Foundations of Computing and Decision Sciences, 17(3), 171-184.
17.Gomes, L. F. A. M., & Lima, M. M. P. P. (1992b). TODIM: Basics and application to multicriteria ranking of projects with environmental impacts. Foundations of Computing and Decision Sciences, 16(4), 113-127.
18.Gomes, L. F. A. M., & Rangel, L. (2009). An application of the TODIM method to the multicriteria rental evaluation of residential properties. European Journal of Operational Research, 193(1), 204-211.new window
19.Gomes, Luiz Flavio Autran Monteiro, Machado, M. A. S., & Rangel, L. A. D. (2013). Behavioral multi-criteria decision analysis: The TODIM method with criteria interactions. Annals of Operations Research, 211(1), 531.new window
20.Gurevich, G., Kliger, D., & Levy, O. (2009). Decision-making under uncertainty – A field study of cumulative prospect theory. Journal of Banking & Finance, 33(7), 1221.
21.Hu, J., Chen, P., & Yang, L. (2013). Dynamic stochastic multi-criteria decision making method based on prospect theory and conjoint analysis. Management Science and Engineering, 8, 65-71.
22.Hwang, C., & Yoon, K. (1981). Multiple attribute decision making. In Lecture Notes in Economics and Mathematical Systems, 186.
23.Jackson, M., Crouch, S., & Baxter, R. (2011) Software evaluation: criteria-based assessment. Software Evaluation Guide. Retrieved from https://www.software.ac.uk/resources/guides-everything/software-evaluation-guide
24.Jassbi, J. J., Ribeiro, R. A., & Varela, L. R. (2014). Dynamic MCDM with future knowledge for supplier selection. Journal of Decision Systems, 23(3), 232.
25.Ju, Y., & Wang, A. (2013). Extension of VIKOR method for multi-criteria group decision making problem with linguistic information. Applied Mathematical Modelling, 37(5), 3112.
26.Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decisions under risk. Econometrica, 47, 263-292.
27.Kahraman, C., Onar, S.C., and Oztaysi, B. 2015. Fuzzy multicriteria decision-making: A literature review. International Journal of Computational Intelligence Systems, 8(4), 637-666.
28.Kano, N., Nobuhiku, S., Fumio, T., & Shinichi, T. (1984). Attractive quality and must-be quality. Journal of the Japanese Society for Quality Control (in Japanese), 14(2), 39-48.
29.Keshavarz-Ghorabaee, M., Amiri, M., Zavadskas, E., Turskis, Z., & Antucheviciene, J. (2018). A dynamic fuzzy approach based on the EDAS method for multi-criteria subcontractor evaluation. Information, 9(3), 68.
30.Khamseh, A. A., & Mahmoodi, M. (2014). A new fuzzy TOPSIS-TODIM hybrid method for green supplier selection using fuzzy time function. Advances in Fuzzy Systems, 2014, 1.new window
31.Kim, K. H. S., Relkin, N. R., Lee, K., & Hirsch, J. (1997). Distinct cortical areas associated with native and second languages. Nature, 388, 171-174.
32.Kruskal, J. B. (1963). Multidimensional scaling by optimizing goodness of fit to a nonmetric hypothesis. Psychometrika, 29(1), 1-27.new window
33.Liang, H., Xiong, W., & Dong, Y. (2018). A prospect theory-based method for fusing the individual preference-approval structures in group decision making. Computers & Industrial Engineering, 117, 237-248.
34.Liao, H., Wu, D., Huang, Y., Ren, P., Xu, Z., & Verma, M. (2018). Green logistic provider selection with a hesitant fuzzy linguistic thermodynamic method integrating cumulative prospect theory and PROMETHEE. Sustainability, 10(4), 1291.
35.Lin, Y., Lee, P., & Ting, H. (2008). Dynamic multi-attribute decision making model with grey number evaluations. Expert Systems with Applications, 35(4), 1638-1644.
36.Liu, P., Jin, F., Zhang, X., Su, Y., & Wang, M. (2011). Research on the multi-attribute decision-making under risk with interval probability based on prospect theory and the uncertain linguistic variables. Knowledge-Based Systems, 24(4), 554-561.
37.Lourenzutti, R., & Krohling, R. A. (2014). The hellinger distance in multicriteria decision making: An illustration to the TOPSIS and TODIM methods. Expert Systems with Applications, 41(9), 4414-4421.
38.Mishra, S., Datta, S., & Mahapatra, S. S. (2013). Grey-based and fuzzy TOPSIS decision-making approach for agility evaluation of mass customization systems. Benchmarking: An International Journal, 20(4), 440–462.
39.Opricovic, S. (1998). Multicriteria optimization of civil engineering systems. Faculty of Civil Engineering, Belgrade.
40.Opricovic, S., & Tzeng, G. (2004). Compromise solution by MCDM methods: A comparative analysis of VIKOR and TOPSIS. European Journal of Operational Research, 156(2), 445.
41.Qin, J., Liu, X., & Pedrycz, W. (2015). An extended VIKOR method based on prospect theory for multiple attribute decision making under interval type-2 fuzzy environment. Knowledge-Based Systems, 86, 116-130.
42.Rezaei, J. (2015). Best-worst multi-criteria decision-making method. Omega, 53, 49.
43.Rezaei, J. (2016). Best-worst multi-criteria decision-making method: Some properties and a linear model. Omega, 64, 126.
44.Roy, B. (1968). Classement et choix en présence de points de vue multiples (la méthode ELECTRE). La Revue d''Informatique Et De Recherche Opérationelle (RIRO), (8), 57-75.
45.Saaty, T. L. (1980). The analytic hierarchy process. New York: McGraw-Hill.
46.Shih, H., Shyur, H., & Lee, E. S. (2007). An extension of TOPSIS for group decision making. Mathematical and Computer Modelling, 45(7-8), 801.
47.Shyur, H., Yin, L., Shih, H., & Cheng, C. (2015). A multiple criteria decision making method based on relative value distances. Foundations of Computing and Decision Sciences, 40(4), 299-315.
48.Trope, Y., & Liberman, N. (2010). Construal-level theory of psychological distance. Psychological Review, 117(2), 440-463.
49.Tseng, M., Zhu, Q., Sarkis, J., & Chiu, A. S. F. (2018). Responsible consumption and production (RCP) in corporate decision-making models using soft computation. Industrial Management & Data Systems, 118(2), 322.
50.Tversky, A., & Kahneman, D. (1992). Advances in prospect theory: Cumulative representation of uncertainty. Journal of Risk and Uncertainty, 5(4), 297.
51.Wang , L., Zhang , Z., & Wang, Y. (2015). A prospect theory-based interval dynamic reference point method for emergency decision making. Expert Systems with Applications, 42(23), 9379-9388.
52.Wang, J. Q., Wu, J. T., Wang, J., Zhang, H. U., & Chen, X. H. (2016a). Multi-criteria decision-making methods based on the hausdorff distance of hesitant fuzzy linguistic numbers. Soft Computing, 20(4), 1621-1633.
53.Wang, J., Wang, J., & Zhang, H. (2016b). A likelihood-based TODIM approach based on multi-hesitant fuzzy linguistic information for evaluation in logistics outsourcing. Computers & Industrial Engineering, 99, 287.
54.Wang, S., & Liu, J. (2017). Extension of the TODIM method to intuitionistic linguistic multiple attribute decision making. Symmetry, 9(6), 95.
55.Wang, Y., & Luo, Y. (2009). On rank reversal in decision analysis. Mathematical and Computer Modelling, 49(5-6), 1221.
56.Wei, C., Ren, Z., & Rodríguez, R. M. (2015). A hesitant fuzzy linguistic TODIM method based on a score function. International Journal of Computational Intelligence Systems, 8(4), 701.
57.Yin, L., & Shyur, H. J. (2017). A robust group multiple attributes decision-making method based on risk preferences of the decision makers. International Journal of Applied Science and Engineering, 15(1), 33-46.new window
58.Ying, C., Li, Y., Chin, K., Yang, H., & Xu, J. (2018). A new product development concept selection approach based on cumulative prospect theory and hybrid-information MADM. Computers & Industrial Engineering, 122, 251.
59.Yoon, K., & Hwang, C. (1985). Manufacturing plant location analysis by multiple attribute decision making: Part I—single-plant strategy. International Journal of Production Research, 23(2), 345.
60.Yu, P., & Chen, Y. (2012). Dynamic multiple criteria decision making in changeable spaces: From habitual domains to innovation dynamics. Annals of Operations Research, 197(1), 201.new window
61.Yue, Z. 2011. An extended TOPSIS for determining weights of decision makers with interval numbers. Knowledge-Based Systems, 24: 146-153.
62.Zanakis, S. H., Solomon, A., Wishart, N., & Dublish, S. (1998). Multi-attribute decision making: A simulation comparison of select methods. European Journal of Operational Research, 107(3), 507.
63.Zhou, F., Wang, X., & Samvedi, A. (2018). Quality improvement pilot program selection based on dynamic hybrid MCDM approach. Industrial Management & Data Systems, 118(1), 144.new window
64.Zhu, J., Ma, Z., Wang, H., & Chen, Y. (2017). Risk decision-making method using interval numbers and its application based on the prospect value with multiple reference points. Information Sciences, 385-386, 415-437.
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE