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研究生:張瑜庭
研究生(外文):Yu-Ting Chang
論文名稱:在風險偏好考量下的改良群體PROMETHEE模型之建構
論文名稱(外文):A Study on the Improved Group PROMETHEE Model Based on DMs’ Risk Preferences
指導教授:時序時時序時引用關係
指導教授(外文):Hsu-Shih Shih
口試委員:溫于平陳怡妃
口試日期:2015-06-22
學位類別:碩士
校院名稱:淡江大學
系所名稱:管理科學學系碩士班
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2015
畢業學年度:103
語文別:中文
論文頁數:69
中文關鍵詞:PROMETHEES-shaped價值函數群體決策模擬多準則決策分析
外文關鍵詞:PROMETHEES-shaped value functiongroup decision-makingSimulationMCDM
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本研究以展望理論中的價值函數整合至多準則決策分析方法中,並以偏好順序結構評估法(Preference Ranking Organization METHods for Enrichment Evaluations;PROMEHTEE),發展具有風險偏好考量的群體PROMEHTEE模型。同時以台灣電子廢棄物回收處理廠為研究案例,進行績效評估。
本研究擴充原PROMETHEE偏好函數模型範圍為[-1, 1],使偏好函數具有正負向值考量,再轉換成S-shaped價值函數估算其損失與利得,納入PROMETHEE運算步驟中整合。並使用群體分析,以了解群體決策過程如何綜合意見、衡量矛盾點及其改善。為了解模型之穩定性,使用敏感度分析以測試各項門檻值對結果之影響,及運用統計等級相關檢定,以比較其排序結果之相關性,同時使用電腦模擬分析以試驗績效值對結果的影響。
結果可發現加入風險偏好價值函數後,其淨流量值擴大,雖不影響最適解排序,但使中間方案排序分辨性提高。其中於統計檢定可發現基於傳統方法下之改良其結果可有效表現決策者偏好;於敏感度分析可知,當門檻值與價值函數參數異動時,其結果異動不大,代表修改模型具有穩定性。於電腦模擬之結果可發現,透過風險價值函數轉換後為最佳方案之機率較為分散,其機會成本部分可能為決策者所低估,而分群結果與原始報告內容稍有所不同。

This study proposes an improvement for Preference Ranking Organization Methods for Enrichment Evaluations (PROMEHTEE) based on prospect theory of the S-Shaped value function to construct risk preferences in single decision-maker (DM) and group PROMETHEE model. An example of evaluating E-waste recycling plants in Taiwan is illustrated.
We extend the range of preference value function within [-1, 1], and use S-shaped value function to evaluate loss and gain to bring into integration rank of PROMETHEE method. In order to evaluate for handle decision-maker’s risk preferences, and simulation group PROMETHEE method to understand the procedure of group decision. We not only use PROMETHEE III to analysis, but also apply the model testing, such as sensitivity analysis is to test the threshold and parameter that inference to results, ranking test is for comparing the ranking results in correlation, and computer simulation analysis is for testing the influence of value functions.
The result shows that the net flows are extended when we integrate the value function of risk preference. Although the preferred solution is the same, the middle ranks are enhancing the distinguishing. The statistic test can be found that the modified PROMETHEE is useful performed the DMs’ risk preferences based on traditional PROMETHEE, the sensitivity analysis can be found that the results does not change too much, it represents the stability of the modified model and can express the preference of DMs. Through the value function not only found that probability of preferred solution is more decentralization, but also can know that opportunity cost may be elided by DMs. Finally, the clustering of simulation are different from EPA’s reports.

目錄
中文摘要 I
英文摘要 II
目錄 III
圖目錄 V
表目錄 VI
第一章 緒論 1
1.1 研究動機與目的 1
1.2 研究方法 3
1.3 研究內容與架構 4
第二章 文獻回顧 6
2.1 偏好序列結構法 6
2.1.1 PROMETHEE分析 11
2.2 群體決策 17
2.2.1 PROMETHEE法之群體決策 18
2.3 展望理論 21
2.4 屬性權重 23
2.4.1 ROC權重 23
2.4.2 特徵向量法 24
2.5 模型檢驗 26
2.5.1 敏感度分析 26
2.5.2 統計檢定 27
2.5.3 電腦模擬 29
2.6 小結 31
第三章 模型建構 32
3.1 改良式PROMETHEE法 32
3.1.1 建構一般化準則 32
3.1.2 建構風險偏好之PROMETHEE 33
3.1.3 群體PROMETHEE 34
3.2 小結 35
第四章 案例分析 36
4.1 案例說明 36
4.2 群體PROMETHEE分析 37
4.3 統計檢定 44
4.3.1 Spearman等級相關係數 44
4.3.2 Kendall等級相關係數 44
4.4 敏感度分析 46
4.4.1 權重之敏感度分析 46
4.4.2 門檻值之敏感度分析 52
4.4.3 風險參數之敏感度分析 53
4.5 電腦模擬分析 55
4.6 小結 58
第五章 結論與建議 60
5.1 研究結論與建議 60
5.2 管理意涵 61
5.3 研究限制 62
參考文獻 63
附錄 A 68

圖目錄
圖1-1 本研究架構 5
圖2-1 六種一般化準則之偏好函數圖 13
圖2-2 門檻值與偏好函數變化關係圖 15
圖2-3 PROMETHEE評估流程 16
圖2-4 群體決策過程 20
圖2-5 展望理論之價值函數圖 22
圖3-1 偏好函數圖– Type 5 34
圖4-1 排序結果比較 40
圖4-2 各廠家於淨流量之比較圖 41
圖4-3 依環境面加重案例權重之敏感度分析雷達圖 47
圖4-4 依環境面加重等權重之敏感度分析雷達圖 48
圖4-5 依環境面加重ROC權重之敏感度分析雷達圖 49
圖4-6 環境面S-shaped價值函數圖 54


表目錄
表2-1 學術期刊發表論文學者國籍比率表 6
表2-2 PROMETHEE法應用領域統整表 8
表2-3 PROMETHE六種模式簡介表 10
表2-4 六種一般化準則 12
表2-5 ROC權重表 24
表2-6 隨機指標表 26
表4-1 受補貼機構評鑑評量結果彙整表 37
表4-2 各面向門檻值與權重 37
表4-3 群體決策中各面向的參數值 39
表4-4 群體決策中個別流量值 39
表4-5 各決策者對各廠家評估結果 40
表4-6 各廠家之淨流量值 41
表4-7 單一決策與群體決策之各廠家排序結果 42
表4-8 決策者不同決策權力之排序結果 43
表4-9 傳統方法與改良方法之排序結果及方向等級總數 45
表4-10 案例權重加重環境面向之權重分配結果 46
表4-11 依環境面加重案例權重之敏感度分析結果 47
表4-12 依環境面加重等權重之敏感度分析結果 48
表4-13 依環境面加重ROC權重之敏感度分析結果 49
表4-14 各權重敏感度分析之雷達圖比較 50
表4-15 固定p值變動q值之敏感度分析 52
表4-16 固定q值變動p值之敏感度分析 53
表4-17 參數值變動排序結果 54
表4-18 單一決策改良法之排序結果統計值 56
表4-19 單一決策傳統法之排序結果統計值 57
表4-20 群體決策改良法之排序結果統計值 57
表4-21 群體決策傳統法之排序結果統計值 58
表A-1 Spearman等級相關檢定統計附表 68
表A-2 Kendall等級相關檢定統計附表 69


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