A Class Of Multi-objective Decision-making Analysis With True And False Function

Decision-making is a basic activity of mankind. Nowadays science and technology and economy are developing fast, so mankind is face -of increasing important and complex decision problems to be solved. Because of its full scale of considering problem, scientific method and comprehensive application, multiobjective decision making theory is increasingly attached importance to. Especially, in portfolio selection, it is always an important question to be discussed for experts and scholars that how to link subjective preference of investor, yield and risk together to establish portfolio selection which satisfies investor.In allusion to multiobjective decision making problem, this paper introduces the true and false objective function, discusses solution stabilization of continuous multi-objective programming and correlative conditions of discrete multi-attribute decision-making problem. Discussing stabilization of cone efficient point set of multiobjective programming problem with true and false objective function under semi-continuity on condition that control cones determining space order are perturbed synchronously in Banach space, this paper studies the results of double stabilization for (weakly) efficient solutions of multiobjective programming problem of this kind in Banach space. Introducing a class of cone partial order, this paper discusses subdifferentiable stabilization of cone (wealdy) efficient point set of2attainable objective set of perturbed multi-objective programming in generai topological vector space. In allusion to discrete multi-attribute decision making problem with true and false function, based on analyzing indistinguishable curve of preference utility function, this paper presents the concept of marginal substitution ratio based on preference of investor and objective tradeoff ratio on noninferior surface and gets necessary condition about preferential solution, and applies the conclusion to analyze portfolio selection with two risk assets though boosting up the efficient boundary of the classical E(r) ?a model of Markowitz? In the end, in allusion to model, this paper presents a kind of new scalarization method based on risk preference of investorhe K -value theory. And some good results are got through demonstration analysis applying the model in portfolio selection practice.