Intuitionistic fuzzy stochastic multi-criteria decision-making methods based on prospect theory
Jianjun Zhu · Kongzhi yu juece · 2012
For the stochastic multi-criteria decision-making problem,in which the information on criteria’s weights is incomplete and the indices value of alternatives are in the form of intuitionistic fuzzy numbers,an intuitionistic stochastic decision-making approach based on prospect theory and a new score function is proposed.Firstly,a new score function is defined.Then the grey system theory is used to determine the weight of the indices,and the alternative is obtained by using prospect theory.Finally,an example shows the feasibility and reasonableness of this method.