RISK ANALYSIS WITH INCOMPLETE INFORMATION BASED ON PROSPECT THEORY

摘要：

This paper analyses the shortcoming of risk matrix and re-defines the input of risk analysis. Triangular fuzzy number is introduced to describe risk probability and consequence under incomplete information, so as to solve the problem of information missing, imprecise and fuzzy. Risk analysis based on prospect theory is introduced, so as to pay attention to importance of behavior patterns and psychological factors which are not aware of in rational decision-making. At last, an example about weapon testing risk analysis further proves the risk analysis with incomplete information based on prospect theory is rational and scientific.

关键词： prospect theory triangular fuzzy number hypothetical value function decision weighting function

作者: Anying Liu Fajie Wei

作者单位: School of Economics and Management, Beihang University, Beijing 100191, China

会议类型: 国际会议

会议名称: The Tneth International Conference on Industrial Management(第十届工业管理国际会议 ICIM 2010)

会议地点: 北京

会议语种:英文

页码: 674-678

在线出版日期: 2010-09-16（万方平台首次上网日期，不代表论文的发表时间）