考虑风险偏好的最小成本共识问题建模

Modeling the minimum cost consensus problem with risk preferences

Journal of the Operational Research Society · 2022
被引 23
ABS 3

中文导读

针对决策者不同风险偏好(风险寻求、中性、规避)导致成本调整差异的问题,提出一个通用优化模型来获取群体共识偏好,并设计了数据驱动的权重方案和聚合函数。

Abstract

In group decision-making processes, decision makers may have different risk preference types, which usually make them take various responses to the same problem. In minimum cost consensus problems, risk seekers, risk neutrals and risk averters may exhibit individual cost adjustment characteristics, which require aggregating their opinions in a model. To solve this problem, this paper presents a minimum cost consensus model to obtain group consensus preferences using a general optimization model, which can handle three types of risk preferences in decision making. In addition, a data-driven weighting scheme for the degrees of importance of decision makers is developed, and a generalized group consensus opinion aggregation function is designed. The proposed group consensus opinion aggregation function extends the existing developed opinion production method, which is more compatible than other aggregation functions. Finally, the proposed minimum cost consensus with risk preferences model is verified through an illustrative example.

群体决策共识模型风险偏好成本优化