文章摘要
张华一,文福拴,张璨,等.基于前景理论的电网建设项目组合多属性决策方法[J].电力系统自动化,2016,40(14):8-14. DOI: 10.7500/AEPS20160124002.
ZHANG Huayi,WEN Fushuan,ZHANG Can, et al.Prospect Theory Based Multiple-attribute Decision-making Method for Determining Portfolio of Construction Projects in Power Systems[J].Automation of Electric Power Systems,2016,40(14):8-14. DOI: 10.7500/AEPS20160124002.
基于前景理论的电网建设项目组合多属性决策方法
Prospect Theory Based Multiple-attribute Decision-making Method for Determining Portfolio of Construction Projects in Power Systems
DOI:10.7500/AEPS20160124002
关键词: 电力建设  项目组合  多属性决策  前景理论  差异化权重  VIKOR法
KeyWords: electric construction  portfolio of construction projects  multiple-attribute decision-making  prospect theory  differentiation of weights  VIKOR method
上网日期:2016-06-01
基金项目:国家自然科学基金资助项目(51477151)
作者单位E-mail
张华一 浙江大学电气工程学院, 浙江省杭州市 310027  
文福拴 浙江大学电气工程学院, 浙江省杭州市 310027
文莱科技大学电机与电子工程系, 斯里巴加湾 BE1410, 文莱 
fushuan.wen@gmail.com 
张璨 国网南京供电公司, 江苏省南京市 210019  
田春筝 国网河南省电力公司经济技术研究院, 河南省郑州市 450052  
摘要:
      电网建设项目组合的投资决策属于多属性决策问题。现有投资决策方法一般将评价指标体系的属性用确定值描述,并对单个项目进行评估得到待选项目集。事实上,有些属性并不适合用确定值来描述;另一方面,有些项目之间存在相关性,这样按单个项目来确定待选项目集就未必合适。在此背景下,首先发展了针对确定型、区间型、概率型和模糊型4种数据类型指标的收益/损失及其概率的计算方法。为计及决策过程中决策者的心理因素和风险倾向的影响,将前景理论引入电网建设项目组合的投资决策之中。然后,基于差异化思想选择指标权重,并利用VIKOR这种多准则决策分析方法确定最优项目组合,避免了传统线性加权法用优质指标补偿劣质指标,从而可能导致所得到的最优项目组合中包含劣质指标的情况。最后,以某省级电力公司的电网建设项目组合的投资决策问题为例,说明了所述方法的可行性和有效性。
Abstract:
      Determining the most desirable portfolio of construction projects in a power system is a multiple-attribute decision-making problem. In traditional portfolio decision-making methods, the attribute values of indices are described as deterministic ones, and the optimal portfolio is selected from single projects ranked with the attribute values of the indices. However, it is not appropriate to represent some indices as deterministic quantities, and the optimal portfolio should not be selected based on the evaluations of single projects because of the possibility of having correlations among some single projects. Given this background, a method for computing the gains/losses and their probabilities of the indices with deterministic, interval, probabilistic, fuzzy types of data is first developed for the portfolio of construction projects. In order to deal with the impacts of psychology and risk preference of the decision-makers, the well-established prospect theory is next introduced to the portfolio decision-making problem. Then, the differentiations of weights are calculated for the indices and the optimal portfolio determined by employing the VIKOR(VIseKriterijumska Optimizacija I Kompromisno Resenje)method, which can avoid the disadvantage of compensating the bad indices with good ones in traditional weighting methods. Finally, a sample example for a provincial power system is employed to demonstrate the feasibility and efficiency of the proposed method. This work is supported by National Natural Science Foundation of China(No. 51477151).
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