A method to dynamic stochastic multicriteria decision making with log-normally distributed random variables

一种基于对数正态分布随机变量的动态随机多准则决策方法

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Abstract

We investigate the dynamic stochastic multicriteria decision making (SMCDM) problems, in which the criterion values take the form of log-normally distributed random variables, and the argument information is collected from different periods. We propose two new geometric aggregation operators, such as the log-normal distribution weighted geometric (LNDWG) operator and the dynamic log-normal distribution weighted geometric (DLNDWG) operator, and develop a method for dynamic SMCDM with log-normally distributed random variables. This method uses the DLNDWG operator and the LNDWG operator to aggregate the log-normally distributed criterion values, utilizes the entropy model of Shannon to generate the time weight vector, and utilizes the expectation values and variances of log-normal distributions to rank the alternatives and select the best one. Finally, an example is given to illustrate the feasibility and effectiveness of this developed method.

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