基于联系数的扩展VIKOR方法及其在风险投资中的应用
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摘要
针对属性值为模糊数的风险投资项目选择问题,提出了一种新的基于联系数的扩展VIKOR方法。首先,将各类型属性值转化为集对分析中的联系数,提出了一种新的联系数距离计算公式,进而计算出各方案与正理想解及正负理想解之间的距离。最后,基于VIKOR思想,设计了基于联系数的扩展VIKOR算法,通过投资实例验证了该算法的有效性和优越性。
With respect to the decision making problem of selecting the optimal project of venture capital, a new extended VIKOR method based on connection numbers is proposed. Firstly, different types attribute values are converted into connection numbers, and a new distance formula of connection numbers is defined. Then, the distances between different projects and the positive point, and the distance between the positive point and the negative point are computed, respectively. Finally, a new extended VIKOR method based on connection numbers is presented. The effectiveness and advantage of the proposed method is illustrated by a numerical example of venture capital.
With respect to the decision making problem of selecting the optimal project of venture capital, a new extended VIKOR method based on connection numbers is proposed. Firstly, different types attribute values are converted into connection numbers, and a new distance formula of connection numbers is defined. Then, the distances between different projects and the positive point, and the distance between the positive point and the negative point are computed, respectively. Finally, a new extended VIKOR method based on connection numbers is presented. The effectiveness and advantage of the proposed method is illustrated by a numerical example of venture capital.
引文
[1] 徐宪平.风险投资的风险评价与控制[J].中国管理科学,2001,9(4):75～80.
[2] Suzanne de Treville,Jeffrey S.Petty,Stefan Wager.Economies of extremes:Lessons from venture-capital decision making[J].Journal of Operations Management,2014,32:387～398.
[3] 粱霞,姜艳萍.考虑后悔行为的具有二元期望的随机多属性决策方法[J].系统工程学报,2015,30(6):719～728.
[4] David Devigne,Sophie Manigart,Mike Wright.Escalation of commitment in venture capital decision making:Differentiating between domestic and international investors[J].Journal of Business Venturing,2016,31:253～271.
[5] 于超,樊治平.考虑决策者后悔规避的风险投资项目选择方法[J].中国管理科学,2016,24(6):29～38.
[6] Gupta P,Mehlawat M K,Grover N.Intuitionistic fuzzy multi-attribute group decision-making with an application to plant location selection based on a new extended VIKOR method[J].Information Sciences,2016,370～371:184～203.
[7] 汪新凡,王坚强.基于后悔理论的具有期望水平的直觉语言多准则决策方法[J].控制与决策,2016,31(9):1638～1645.
[8] 赵树平,梁昌勇,罗大伟.基于VIKOR和诱导广义直觉梯形模糊Choquet积分算子的多属性群决策方法[J].中国管理科学,2016,24(6):132～144.
[9] 冯向前,谭倩云,钱钢.犹豫模糊语言的可能度排序方法[J].控制与决策,2016,31(4):640～647.
[10] Wu Y,Chen K F,Zeng B X,Xu H,Yang Y S.Supplier selection in nuclear power industry with extended VIKOR method under linguistic information[J].Applied Soft Computing,2016,48:444～457.
[11] Tavana M,Mavi R K,Francisco J,Santos-Arteaga,Doust E R.An extended VIKOR method using stochastic data and subjective judgments[J].Computers & Industrial Engineering,2016,97:240～247.
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[13] Awasthi A,Kannan G.Green supplier development program selection using NGT and VIKOR under fuzzy environment[J].Computers & Industrial Engineering,2016,91:100～108.
[14] 刘秀梅,赵克勤.基于联系数不确定性分析的区间数多属性决策[J].模糊系统与数学,2010,24(5):141～147.
[15] 刘秀梅,赵克勤.区间数决策集对分析[M].北京:科学出版社,2014.
[16] 刘秀梅,赵克勤.基于二次联系数的区间数多属性决策方法及应用[J].模糊系统与数学,2011,25(5):115～121.
[17] 刘秀梅.基于联系数的对方案有偏好的模糊多属性决策[J].连云港师范高等专科学校学报,2015,3(3):97～101.
[18] 刘秀梅,赵克勤.区间数伴语言变量的混合多属性决策[J].模糊系统与数学,2014,28(1):113～108.
[19] Opricovic S.Multi criteria optimization of civil engineering system[D].Belgrade:Facultyof Civil Engineering,1998.
[20] 刘华文.基于距离测度的模糊数排序[J].山东大学学报:理学版,2004,39(2):30～36.
[21] 江文奇.基于前景理论和VIKOR的风险型模糊多准则决策方法[J].控制与决策,2014,29(12):2287～2291.
[22] 江文奇.三角模糊数型多准则群决策的VIKOR扩展方法[J].控制与决策,2015,30(6):1059～1064.
[2] Suzanne de Treville,Jeffrey S.Petty,Stefan Wager.Economies of extremes:Lessons from venture-capital decision making[J].Journal of Operations Management,2014,32:387～398.
[3] 粱霞,姜艳萍.考虑后悔行为的具有二元期望的随机多属性决策方法[J].系统工程学报,2015,30(6):719～728.
[4] David Devigne,Sophie Manigart,Mike Wright.Escalation of commitment in venture capital decision making:Differentiating between domestic and international investors[J].Journal of Business Venturing,2016,31:253～271.
[5] 于超,樊治平.考虑决策者后悔规避的风险投资项目选择方法[J].中国管理科学,2016,24(6):29～38.
[6] Gupta P,Mehlawat M K,Grover N.Intuitionistic fuzzy multi-attribute group decision-making with an application to plant location selection based on a new extended VIKOR method[J].Information Sciences,2016,370～371:184～203.
[7] 汪新凡,王坚强.基于后悔理论的具有期望水平的直觉语言多准则决策方法[J].控制与决策,2016,31(9):1638～1645.
[8] 赵树平,梁昌勇,罗大伟.基于VIKOR和诱导广义直觉梯形模糊Choquet积分算子的多属性群决策方法[J].中国管理科学,2016,24(6):132～144.
[9] 冯向前,谭倩云,钱钢.犹豫模糊语言的可能度排序方法[J].控制与决策,2016,31(4):640～647.
[10] Wu Y,Chen K F,Zeng B X,Xu H,Yang Y S.Supplier selection in nuclear power industry with extended VIKOR method under linguistic information[J].Applied Soft Computing,2016,48:444～457.
[11] Tavana M,Mavi R K,Francisco J,Santos-Arteaga,Doust E R.An extended VIKOR method using stochastic data and subjective judgments[J].Computers & Industrial Engineering,2016,97:240～247.
[12] 袁宇,关涛,闫相斌,李一军.基于混合VIKOR方法的供应商选择决策模型[J].控制与决策,2014,29(3):551～560.
[13] Awasthi A,Kannan G.Green supplier development program selection using NGT and VIKOR under fuzzy environment[J].Computers & Industrial Engineering,2016,91:100～108.
[14] 刘秀梅,赵克勤.基于联系数不确定性分析的区间数多属性决策[J].模糊系统与数学,2010,24(5):141～147.
[15] 刘秀梅,赵克勤.区间数决策集对分析[M].北京:科学出版社,2014.
[16] 刘秀梅,赵克勤.基于二次联系数的区间数多属性决策方法及应用[J].模糊系统与数学,2011,25(5):115～121.
[17] 刘秀梅.基于联系数的对方案有偏好的模糊多属性决策[J].连云港师范高等专科学校学报,2015,3(3):97～101.
[18] 刘秀梅,赵克勤.区间数伴语言变量的混合多属性决策[J].模糊系统与数学,2014,28(1):113～108.
[19] Opricovic S.Multi criteria optimization of civil engineering system[D].Belgrade:Facultyof Civil Engineering,1998.
[20] 刘华文.基于距离测度的模糊数排序[J].山东大学学报:理学版,2004,39(2):30～36.
[21] 江文奇.基于前景理论和VIKOR的风险型模糊多准则决策方法[J].控制与决策,2014,29(12):2287～2291.
[22] 江文奇.三角模糊数型多准则群决策的VIKOR扩展方法[J].控制与决策,2015,30(6):1059～1064.