Abstract: With regard to dynamic multi-attribute decision-making problems, in which the attribute value of alternatives is interval grey number, a dynamic multi-attribute decision making method based on prospect theory is proposed. Distance measure of interval grey number is defined. In view of differences and volatility of the evaluation objects in the timing, an optimized model based on entropy and time degree is built to determine time weight. The prospect value function is determined with reference to each other alternatives, and a multi-index optimization model can be built to solve the optimum weight vector, then the alternatives are ranked based on integrated prospect values. An example is also presented to illustrate the usefulness and effectiveness of the proposed method.

Key words: interval grey number, time degree, prospect theory, prospect value function

摘要： 针对方案属性值为区间灰数的动态多属性决策问题，提出了一种基于前景理论的动态多属性决策方法。定义了区间灰数新的距离测度；鉴于被评价对象在时序上的差异信息和波动性，建立了基于熵和时间度的确定时间权重的优化模型；以两两方案互为参考点确定了前景价值函数，由此构建了求解最优权向量的优化模型，最后以方案的综合前景值对方案进行排序。通过实例说明了该方法的合理性和有效性。

关键词: 区间灰数, 时间度, 前景理论, 前景价值函数