§ 瀏覽學位論文書目資料
  
系統識別號 U0002-1502201615562700
DOI 10.6846/TKU.2016.00385
論文名稱(中文) 運用增量分析之一般化TODIM法以及其擴展
論文名稱(英文) Generalized TODIM by Incremental Analysis and Its Extension
第三語言論文名稱
校院名稱 淡江大學
系所名稱(中文) 管理科學學系博士班
系所名稱(英文) Doctoral Program, Department of Management Sciences
外國學位學校名稱
外國學位學院名稱
外國學位研究所名稱
學年度 104
學期 1
出版年 105
研究生(中文) 李元生
研究生(英文) Yuan-Sheng Lee
學號 898620066
學位類別 博士
語言別 英文
第二語言別
口試日期 2016-01-15
論文頁數 77頁
口試委員 指導教授 - 時序時
委員 - 曾國雄
委員 - 溫于平
委員 - 蔣明晃
委員 - 賴香菊
委員 - 曹銳勤
委員 - 徐煥智
關鍵字(中) TODIM
多準則決策
群體決策
增量分析
風險偏好
關鍵字(英) TODIM
MCDM
GDM
Incremental analysis
Risk preference
DM’s weight
第三語言關鍵字
學科別分類
中文摘要
為處理單一決策者及群體決策環境下決策者風險偏好的影響,本研究運用增量分析的概念一般化TODIM法(葡萄牙語 Interactive and Multi-criteria Decision Making 的意思),並擴展至群體決策的環境中,以建構一整合式的多準則群體決策支援模式。本研究除修改傳統TODIM價值函數在損失部分的缺陷外,亦對不同類型準則分別使用線性與非線性價值函數,也針對運用增量分析法後決策者對方案之排序以及群體中每位決策者的相對權重進行整合。其次,對不同序數值轉換為基數值的方法與決策者排序距離矩陣之特徵向量以決定決策者相對權重的方法進行比較與討論。另外,經由模式內價值函數之參數敏感度分析以及不同決策者權重比較也證明了本模式的穩固性。最後,案例說明顯示本整合架構之可行性。
英文摘要
This study aims to generalize TODIM (an acronym in Portuguese of Interactive and Multi-Criteria Decision Making) by incremental analysis (IA) for a risky decision making and extending it to a group decision-making environment. For generalization, two types of scaling effects are overcome. One effect is due to the defect of original TODIM formulation in losses part of the two parts value function, and the criteria with smaller weights will contribute larger dominance values in the computing process. The other effect is derived from aggregating partial dominance measurements among different characteristics of criteria in TODIM while the criteria can be divided into two categories, benefits and costs, for effective resource allocation. In such a way, different types of value functions are considered for reflecting the decision maker’s risk preference. IA is then employed to rank alternatives according to the given cutoff benefit-cost ratio for two accumulated dominance measurements. A fuel buses example is illustrated.
The proposed method is extended to a group decision making environment in which multiple decision makers (DMs) execute the model. The ordinal rank of each DM can be converted to cardinal value through rank sum and regression-like function. In addition, the relative decision power of each DM is taken into account based on the eigenvector of their ranking distance comparison matrix. Later, sensitivity analyses are employed on the different values of the parameters in the value function, the cutoff benefit-cost ratios, and different weights of DMs to demonstrate the robustness of the proposed model for group decision. Furthermore, a number of other MCDM techniques have been compared. The results show that the proposed model is feasible and effective for the demonstrated example under risk.
第三語言摘要
論文目次
Contents
CHINESE ABSTRACT	II
ENGLISH ABSTRACT	III
CONTENTS	V
LIST OF TABLES	VII
LIST OF FIGURES	IX
Chapter 1	Introduction	1
1.1	Background and Motivation	1
1.2	Objectives	4
1.3	Structure of This Study	5
Chapter 2	Literature Survey	7
2.1	Prospect Theory	7
2.2	TODIM	9
2.3	Risk Preferences	14
2.4	Incremental Analysis	15
2.5	Conversion of Ordinal Ranking to Cardinal Value	18
2.6	Group Decision Making	19
2.7	Other MCDM Approaches for Comparisons	20
2.8  Summary	24
Chapter 3	The Proposed Approach	25
3.1  Traditional TODIM and the Modification………………………………………….25
3.2  The Assumptions of the Proposed Model	27
3.3  Generalized TODIM Method by IA	27
3.4  Generalized TODIM Method by IA for GDM	33
3.5  Summary	36
Chapter 4	Illustrative Example	38
4.1	The Proposed Model for A Single DM	40
4.2	The Proposed Model for GDM	49
4.3	Comparison of the Proposed Model with Other MCDM Approaches	56
4.4	Summary	63
Chapter 5	Conclusions and Remarks	64
5.1	Conclusions	64
5.2	Remarks	66
References		68

LIST OF TABLES
Table 2-1 Matrix of normalized alternatives scores against criteria	13
Table 3-1 The differences between traditional TODIM and generalized TODIM	……………29
Table 4-1 Performance measures of alternative buses	39
Table 4-2 Weights of criteria provided by DMs in the group……………………….	40
Table 4-3 The dominance measurements of benefit/cost criteria for alternatives using 
generalized TODIM……….....................................................................................42

Table 4-4 Incremental analysis based on the dominance measurements of generalized
TODIM.……………………...................................................................................43

Table 4-5 The ranking results of the proposed model and other related methods.	…………..44
Table 4-6 Comparison of sensitivity analysis of the proposed model and TODIM	46
Table 4-7 The relationship of the weight and standard deviation of partial dominance
values among alternatives for each criterion in traditional TODIM……………....48
Table 4-8 Ranking of alternative buses using generalized TODIM with IA	50
Table 4-9 Cardinal data converted from ranking results of IA	51
Table 4-10 Pairwise ranking distance comparison matrix of DMs and relative importance weights………………...........................................................................................52
Table 4-11 Weighted performance value and ranking of DMs	53
Table 4-12 Ranking results obtained using the proposed GDM model compared with
three weighting vectors among DMs……………………………………………..54

Table 4-13 The ranked lists from different aspects of λ, α, and β………................................55
Table 4-14 The comparison of different approaches	57
Table 4-15 Selection	60

LIST OF FIGURES
Figure 1-1 The structure of this study	 6
Figure 2-1 S-shaped value function of prospect theory	 9
Figure 2-2 IA procedure	18
Figure 3-1 The value functions of the generalized TODIM	28
Figure 3-2 The proposed procedure for the MCDM problem	……………………33
Figure 3-3 The proposed procedure for the GDM problem	……………………36
Figure 4-1 Ranking results of different cutoff benefit-cost ratios……………………………47
Figure 4-2 The inverse relationship of the weight and standard deviation of partial dominance values among alternatives for each criterion in traditionalTODIM……………...48
參考文獻
References 
1.	Abdellaoui, M., Bleichrodt, H. and Paraschiv, C. (2007). Loss aversion under prospect theory: a parameter-free measurement. Management Science, 53, 1659-1674.
2.	Abdullah, S.R.G., Kasim, M.M., Ramli, M.F. and Sakib, E. (2014). Evaluating student's academic achievement by a non-additive aggregation operator. AIP Conference Proceedings, 1605, 1079-1085.
3.	Ahmadi, A., Gupta, S., Karim, R. and Kumar, U. (2010). Selection of maintenance strategy for aircraft systems using multi-criteria decision making methodologies. International Journal of Reliability Quality and Safety Engineering, 17, 223-243.
4.	Alfares, H. K. and Duffuaa, S. O. (2009). Assigning Cardinal Weights in Multi-Criteria Decision Making Based on Ordinal Ranking. Journal of Multi-Criteria Decision Analysis, 15, 125-133.
5.	Almeida, A. T. (2007). Multicriteria decision model for outsourcing contracts selection based on utility function and ELECTRE method. Computers & Operations Research, 34, 3569-3574
6.	Ayag, Z. and Ozdemir, R. G. (2006). A fuzzy AHP approach to evaluating machine tool alternatives. Journal of Intelligent Manufacturing, 17, 179-190.
7.	Barron, F. H. (1992). Selecting a best multiattribute alternative with partial information about attribute weights. Acta Psychologica, 80, 91-103.
8.	Barron, F. H. and Barrett, B. E. (1996). Decision quality using ranked attribute weights. Management Science, 42, 1515-1523.
9.	Barzilai, J. and Lootsma, F. A. (1997). Power relations and group aggregation in the multiplicative AHP and SMART. Journal of Multi-Criteria Decision Analysis, 6, 155-165.
10.	Behzadian, M., Kazemzadeh, R. B., Albadvi, A., and Aghdasi, M. (2010). ROMETHEE: A comprehensive literature review on methodologies and applications. European Journal of Operational Research, 200, 198-215.
11.	Behzadian, M., Otaghsara, S. K., Yazdani, M., and Ignatius, J. (2012). A state-of-the-art survey of TOPSIS. Expert Systems with Applications, 39, 13051-13069.
12.	Belton, V. (1986). A comparison of the analytic hierarchy process and a simple multi-attribute value function. European Journal of Operational Research, 26, 7-21.
13.	Benayoun, R., Roy, B. and Sussman, N. (1966). Manual de Reference du Programme Electre : Note de Synthese et Formation, No. 25, Direction Scientifique SEMA, Paris
14.	Bernhard, R. H. and Canada, J. R. (1990). Some problems in using benefit/cost ratios with the analytic hierarchy process. Engineering Economist, 36, 56-65.
15.	Blank, L. T. and Tarquin, A. J. (1989). Engineering Economy, 3rd edn. McGraw-Hill, New York.
16.	Bleichrodt, H., Schmidt, U. and Zank, H. (2009). Additive utility in prospect theory. Management Science, 55, 863-873.  
17.	Bottomley, P. A. and Doyle, J. R. (2001). A comparison of three weight elicitation methods: good, better, and best. Omega, 29, 553-560.
18.	Bouchery, Y., Ghaffari, A., Jemai, Z. and Dallery, Y. (2012). Including sustainability criteria into inventory models. European Journal of Operational Research, 222, 229-240.
19.	Brans, J. P., Mareschal, B. and Vincke, P. H. (1984). PROMETHEE - a new family of outranking methods in multicriteria analysis. Operational Research IFORS’84, 477-490.
20.	Chen, F. D., Zhang, X., Kang, F., Fan, Z. P. and Chen, X. (2010). A Method for Interval Multiple Attribute Decision Making With Loss Aversion. 2010 International Conference of Information Science and Management Engineering, IEEE Computer Society, 453-456. 
21.	Chen, M. F. and Tzeng, G. H. (2004). Combining grey relation and TOPSIS concepts for selecting an expatriate host country. Mathematical and Computer Modelling, 40, 1473-1490.
22.	Chen, S. M. and Wang, C. Y. (2011). A new method for fuzzy decision making based on ranking generalized fuzzy numbers and interval type-2 fuzzy sets. Proceedings - International Conference on Machine Learning and Cybernetics, 1, 131-136. 
23.	Chen, X. and Fan, Z. P. (2007). Study on assessment level of DMs based on difference preference information. Systems Engineering - Theory & Practice, 27, 27-35.
24.	Edwards, W. (1977). How to use multiattribute utility measurement for social decision making. IEEE Transactions on Systems, Man and Cybernetics. SMV-7, 326-340.
25.	Edwards, W. and Barron, F. H. (1994). Numerical vs cardinal measurements in multiattribute decision making: How exact is enough? Organizational Behavior and Human Decision Processes, 60, 306-325.
26.	Fan, Z. P., Zhang, X., Chen, F. D., and Liu, Y. (2013). Extended TODIM method for hybrid multiple attribute decision making problems. Knowledge-Based Systems, 42, 40-48.
27.	Forman, E. and Peniwati, K. (1998). Aggregating individual judgments and priorities with the Analytic Hierarchy Process. European Journal of Operational Research, 108, 165-169.
28.	French, John R. (1956). A formal theory of social power. Psychological Review, 63, 181-194.
29.	Gangurde, S. R. and Akarte, M. M. (2013). Customer preference oriented product design using AHP-modified TOPSIS approach. Benchmarking, 20, 549-564.
30.	García-Cascales, M. S. and Lamata, M. T. (2012). On rank reversal and TOPSIS method. 
Mathematical and Computer Modelling, 56, 123-132.
31.	Gomes, L. F. A. M. and González, X. I. (2012). Behavioral multi-criteria decision analysis: Further elaborations on the TODIM method. Foundations of Computing and Decision Sciences, 37, 3-8.
32.	Gomes, L. F. A. M. and Lima, M. M. P. P. (1991). TODIM: Basics and application to multi-criteria ranking of projects with environmental impacts. Foundations of Computing and Decision Sciences, 16, 113–127.
33.	Gomes, L. F. A. M. and Lima, M. M. P. P. (1992). From Modelling Individual Preferences to Multi-criteria Ranking of Discrete Alternatives: A Look at Prospect Theory and the Additive Difference Model. Foundations of Computing and Decision Sciences, 17, 171–184. 
34.	Gomes, L. F. A. M., Machado, M. A. S., Costa, F. F. D. and Rangel, L. A. D. (2013). Criteria interactions in multiple criteria decision aiding: A Choquet formulation for the TODIM method. Procedia Computer Science, 17, 324-331.
	
35.	Gomes, L. F. A. M., Machado, M. A. S. and Rangel, L. A. D. (2013). Behavioral multi-criteria decision analysis: the TODIM method with criteria interactions. Annals of Operations Research, 211, 531-548.
36.	Gomes, L. F. A. M. and Rangel, L. A. D. (2009). An application of the TODIM method to the multi-criteria rental evaluation of residential properties. European Journal of Operations Research, 193, 204–211.
37.	Gomes, L. F. A. M., Rangel, L. A. D. and Maranhao, F. J. C. (2009). Multicriteria analysis of natural gas destination in Brazil: An application of the TODIM Method. Mathematical and Computer Modelling, 50, 92-100.
38.	Huang, Y. S. and Li, W. H. (2012). A study on aggregation of TOPSIS ideal solution for group decision-making. Group Decision and Negotiation, 21, 461-473.
39.	Hwang, C. L. and Yoon, K. (1981). Multiple Attribute Decision Making. Springer-Verlag, Berlin
40.	Hwang, C. L. and Lin, M. J. (1987). Group Decision Making Under Multiple Criteria: Methods and Applications. Springer-Verlag, Berlin/Heidelberg/New York
41.	Jones, D. F. and Mardle, S. J. (2004). A distance-metric methodology for the derivation of weights from a pairwise comparison matrix. Journal of the Operational Research Society, 55, 869-875.
42.	Kahneman, D., Tversky, A. (1979). Prospect theory: An analysis of decision under Risk. Econometrica, 47, 263–292.
43.	Kazancoglu, Y. and Burmaoglu, S. (2013). ERP software selection with MCDM: Application of TODIM method. International Journal of Business Information Systems, 13, 435-452.
44.	Keeney, R. L. and Raiffa, H. (1976). Decisions with multiple objectives: Preferences and
tradeoffs, 2nd edn., 1993. John Wiley, New York; Cambridge University Press, Cambridge
45.	Kim, G., Park, C. S. and Yoon, K. P. (1997). Identifying investment opportunities for advanced manufacturing systems with comparative-integrated performance measurement. International Journal of Production Economics, 50, 23-33.
46.	Kirkwood, C. W. (1996). Strategic Decision Making. Wadsworth, Belmont, CA.
47.	Köksalan, M., Wallenius, J. and Zionts, S. (2011). Multiple Criteria Decision Making: From Early History to the 21st Century. World Scientific, Singapore
48.	Korhonen, P. (1997). Comments on Barzilai and Lootsma, Journal of Multi-Criteria Decision Analysis, 6, 167-168.
49.	Korhonen, P., Moskowitz, H. and Walenius J. (1990). Choice behavior in interactive multiple criteria decision making. Annals of Operations Research, 23, 161–179.
50.	Korhonen, P. and Wallenius, J. (1996). Letter to the Editor Behavioural Issues in MCDM: Neglected Research Questions. Journal of Multi-Criteria Decision Analysis, 5, 178-182.
51.	Korhonen, P., Wallenius, J. and Zionts, S. (1984). Solving the discrete multiple criteria problem using convex cones. Management Science, 30, 1336-1345.  
52.	Krohling, R. A. and de Souza, T. T. M. (2012). Combining prospect theory and fuzzy numbers to multi-criteria decision making. Expert Systems with Applications, 39, 11487-11493.
53.	Krohling, R. A. , Pacheco, A. G. C. and Siviero, A.L.T., R. A. (2013). IF-TODIM: An intuitionistic fuzzy TODIM to multi-criteria decision making. Knowledge-Based Systems, 53, 142-146.  
54.	Lai, Y. J., Liu, T. Y. and Hwang, C. L. (1994). TOPSIS for MODM. European Journal of Operational Research, 76, 486-500.
55.	Liu, C. H., Tzeng, G. H. and Lee, M. H. (2012). Improving tourism policy implementation - The use of hybrid MCDM models. Tourism Management, 33, 413-426.
56.	Lotov, A. V., Bushenkov, V. A., and Kamenev, G. K. (2004). Interactive Decision Maps: Approximation and Visualization of Pareto Frontier. Kluwer Academic Publishers.
57.	Lourenzutti, R. and Krohling, R. A. (2013). A study of TODIM in a intuitionistic fuzzy and random environment. Expert Systems With Applications, 40, 6459-6468.
58.	McConnell, C. R. and Brue, S. L. (2002). Microeconomics: Principles, Problems, and Policies, 15th edn. McGraw-Hill/Irwin, New York
59.	Miller, E. M. (2001). The cutoff benefit-cost ratio should be exceed one. Engineering Economist, 46, 312-319
60.	Neumann, J. and Morgenstern, O. (1944). Theory of games and economic behavior. Princeton Univ. Press, New Jersey
61.	Newnan, D. G., Lavelle, J. P. and Eschenbach, T. G. (2002). Essentials of Engineering Economic Analysis, 2nd edn. Oxford University Press, New York
62.	Olson, D. L. (1996). Decision Aids for Selection Problems. Springer.
63.	Olson, D. L. (2004). Comparison of weights in TOPSIS models. Mathematical and Computer Modelling, 40, 721-727.
64.	Olson, D. L., and Dorai, V. K. (1992). Implementation of the centroid method of Solymosi and Dombi. European Journal of Operational Research, 60, 117-129.
65.	Opricovic, S. and Tzeng, G. H. (2002). Multicriteria planning of post-earthquake sustainable reconstruction. Computer-Aided Civil and Infrastructure Engineering, 17, 211-220.  
66.	Peng, K. H. and Tzeng, G. H. (2013). A hybrid dynamic MADM model for problem-improvement in economics and business. Technological and Economic Development of Economy, 19, 638-660.
67.	Rosen, S. L., Harmonosky, C. M. and Traband, M. T. (2007). A simulation optimization method that considers uncertainty and multiple performance measures. European Journal of Operational Research, 181, 315-330. 
68.	Roy, B. (1971). Problems and methods with multiple objective functions. Mathematical Programming, 1, 239-266.
69.	Roy, B. and Bouyssou, D. (1993). Aide Multicritère à la Décision: Méthodes et Cas, Economica, Paris.
70.	Saaty, T. L. (1977). A scaling method for priorities in hierarchical structures. Journal of Mathematical Psychology, 15, 234-281.
71.	Saaty, T. L. (1980). The Analytic Hierarchy Process, 2nd edn., 1990. McGraw-Hill, New York; RWS Pub., Pittsburgh
72.	Saaty, T. L. (1994). Fundamentals of Decision Making and Priority Theory with the Analytic Hierarchy Process. RWS Pub., Pittsburgh
73.	Salminen, P., Wallenius, J. (1993). Testing prospect theory in a deterministic multiple criteria decision-making environment. Decision Science, 24, 279-294.
74.	Salminen, P. (1994). Solving the discrete multiple criteria problem using linear prospect theory. European Journal of Operations Research, 72, 146-154.
75.	Schmidt, U. and Zank, H. (2008). Risk aversion in cumulative prospect theory. Management Science, 54, 208-216.
76.	Shih, H. S. (2008). Incremental analysis for MCDM with an application to group TOPSIS. European Journal of Operations Research, 186, 720–734.
77.	Shih, H. S., Shyur, H, J. and Lee, E. S. (2007). An extension of TOPSIS for group decision making. Mathematical and Computer Modelling, 45, 801-813.
78.	Stillwell, W. G., Seaver, D. A. and Edwards, W. (1981). A comparison of weight approximation techniques in multiattribute utility decision making, Organizational Behavior and Human Performance, 28, 62-77.
79.	Solymosi, T. and Dompi, J. (1986). Method for determining the weights of criteria: the centralized weights, European Journal of Operational Research, 26, 35-41.
80.	Tsaur, R. C. (2011). Decision risk analysis for an interval TOPSIS method. Applied Mathematics and Computation, 218, 4295-4304.
81.	Tseng, M. L., Lin, Y. H., Tan, K., Chen, R. H. and Chen, Y. H. (2014). Using TODIM to evaluate green supply chain practices under uncertainty. Applied Mathematics Modelling, 38, 2983-2995.
82.	Tversky, A. (1969). Intransitivity of preferences. Psychological Review, 76, 31-48
83.	Tversky, A. and Kahneman, D. (1981). The framing of decisions and the psychology of choice. Science, 211, 453-458.
84.	Tversky, A. and Kahneman, D. (1992). Advances In prospect theory: Cumulative representation of uncertainty. Journal of Risk and Uncertainty, 5, 297–323.
85.	Tzeng, G. H. and Huang, J. J. (2011). Multiple Attribute Decision Making methods and applications. CRC Press.
86.	Tzeng, G. H., Lin, C. W. and Opricovic, S. (2005). Multi-criteria analysis of alternative-fuel buses for public transportation. Energy Policy, 33, 1373-1383.
87.	Wakker, P. P. (2010). Prospect theory: For risk and ambiguity. Cambridge University Press.
88.	Widgrén, M. (1994). Voting power in the EC decision making and the consequences of two different enlargements, European Economic Review, 38, 1153-1170.
89.	Wu, D. and Olson, D. L. (2006). A TOPSIS data mining demonstration and application to credit scoring. International Journal of Data Warehousing and Mining, 2, 16-26.
90.	Wu, G. and Gonzalez R (1996). Curvature of the probability weighting function. Management Science, 42, 1676-1690.
91.	Xiong, W. and Qi, H. (2011). A hybrid MCDM method for evaluating the performance of power grid. ICIC Express Letters, Part B: Applications, 2, 891-898.
92.	Xu, H. L., Zhou, J. and Xu, W. (2011). A decision-making rule for modeling travelers’ route choice behavior based on cumulative prospect theory. Transportation Research Part C, 19, 218-228.
93.	Xu, Z. (2008). Group decision making based on multiple types of linguistic preference relations, Information Sciences, 178, 452-467.
94.	Yoon, K. and Hwang, C. L. (1995). Multiple Attribute Decision Making: An Introduction. Sage.
95.	Yu, L. and Lai, K. K. (2011). A distance-based group decision-making methodology for multi-person multi-criteria emergency decision support. Decision Support Systems, 51, 307-315.
96.	Yue, Z. L. (2011a). A method for group decision-making based on determining weights of decision makers using TOPSIS, Applied Mathematical Modelling, 35, 1926-1936.
97.	Yue, Z. L. (2011b). Deriving decision maker’s weights based on distance measure for interval-valued intuitionistic fuzzy group decision making, Expert Systems with Applications, 38, 11665-11670.
98.	Zanakis, S. H., Solomon, A., Wishart, N., and Dublish, S. (1998). Multi-attribute decision making: A simulation comparison of selection methods. European Journal of Operational Research, 107, 507-529.
99.	Zhang, F., Ignatius, J., Zhao, Y. , Lim, C.P., Ghasemi, M. and Ng, P.S. (2015). An improved consensus-based group decision making model with heterogeneous information. Applied Soft Computing Journal, 35, 850-863.
100.	Zhang, G. and Lu, J. (2003). An integrated group decision-making method dealing with fuzzy preferences for alternatives and individual judgments for selection criteria. Group Decision and Negotiation, 12, 501-515.
論文全文使用權限
校內
紙本論文於授權書繳交後5年公開
同意電子論文全文授權校園內公開
校內電子論文於授權書繳交後5年公開
校外
同意授權
校外電子論文於授權書繳交後5年公開

如有問題,歡迎洽詢!
圖書館數位資訊組 (02)2621-5656 轉 2487 或 來信