Research On Uncertainty Decision Making With Three Typical Kinds Of Attribute Values

In the social and economic life, there are a lot of decision analysis problems. Decision making refers to a progress of choosing the best program from the alternatives according to certain criterion and then putting into practice under the instruction of scientific methods by the decision maker. In the decision making precess, when the decision maker can not identify the probability of all the natural possibilities of the problem, then the decision making comes to uncertainty decision making.According to the quantitative analysis method, this dissertation tries to study three kinds of uncertainty decision making with attributes are real numbers, interval numbers and triangular fuzzy numbers. In the first part, for the situation on attribute values are real numbers, portfolio investment decision making with exponential kind of utility functions is researched. Especially linear and two double exponential utility function is put forward and its portfolio investment decision making is solved. In the secord and third parts, for the situations on attribte values are respectively interval numbers and triangular fuzzy numbers, some new decision making analysis methods are proposed to research on their uncertainty multiple attribute decision making. These studies have great theoretical and practical significance on the uncertainty decision making problems.To do so, this dissertation is divided into five chapters, and it goes like the following:In Chapter1, a brief account is provided on the basic situation of these decision making problems, literature review, significance, contents and methods of this study.In Chapter2, uncertainty decision making problems with real number attribute values are researched. With the background of portfolio investment decision making in the securities market, this dessertations maily research on portfolio investment decision making with exponential kind of utility functions. In the first, the portfolio investment decision making with double exponential utility function is researched, and then especially, linear and two double exponential utility function is put forward and its portfolio investment decision making is solved. In the decision making process, according to H. Markowitz’s Mean-Variance Model, the indifference curve method is used to research. The optimal expected profit is firstly found out, and then the optimal portfolio investment proportion is got, so the best decision alternative can be selected. The research results can help investors who have this kind of utility function to implement portfolio investment.In Chapter3, the uncertainty multiple attribute decision making problems with interval number attribute values are researched, and three new decision making methods are proposed. Firstly it is proved that the advantage relationship between the interval numbers is equivalent to the size of the mean of the interval numbers, then each interval mean can replace the corresponding the interval numbers, and then combining with three mathematical algorithms, and gathering the attribute informations to sort and select the best altervative, lastly the comparative analysis between the methods is implement.In Chapter4, the uncertainty multiple attribute decision making problems with triangular fuzzy number attribute values are researched, and two new decision making methods are proposed. Firstly the mathematical expectation of triangular fuzzy numbers is definited, then each mathematical expectation can be used to replace the corresponding triangular fuzzy numbers, and then combining with two mathematical algorithms, gathering the attribute informations to sort and select the best altervative.Chapter5is a summary on the contents, the researching process, and the innovations of this dissertation. At the same time, future researching targets are pointed out here.