关键词: 多准则决策, 正态随机变量, 区间可能有序加权平均算子, 可能度矩阵, 风险态度的可能性系数

Abstract: In reality, most of the phenomena can approximately obey the normal distribution. In order to solve multi-criterion decision-making problems with normal stochastic criterion evaluations and uncertain risk attitude of decision makers, this paper proposes a method based on interval possible ordered weighted averaging (IPOWA) operator and possibility coefficients. Firstly, by the linear combination method of normal stochastic variables, the linear weighted normal stochastic variables of alternatives are gotten. Then, according to the 3σ principle of normal stochastic variables, the linear weighted normal stochastic variables are transformed into stochastic interval numbers. Furthermore, through the comparison of stochastic interval numbers, the possible degree matrix is attained. After that, using the IPOWA operator, the items of each row are integrated in the matrix. Accordingly, via the possibility coefficients of risk attitudes, the comprehensive evaluation values of alternatives are calculated. Moreover, the ranking order comes out. Finally, the comparative analysis of two illustrative examples shows the method has some features such as stable ranking result, sufficient support information and so on.

Key words: multi-criterion decision-making, normal stochastic variable, interval possible ordered weighted averaging operator, possible degree matrix, possibility coefficient of risk attitude