摩胡理論應用於決策最佳化之研究 蕭宗志、邱紹豐
E-mail: [email protected]
摘 要
決策評估對於一企業是否能永續經營扮演著極重要的關鍵因素，然而決策的好壞也將直接或間接影響企業對一重大案件執 行的成敗結果。雖然資訊科技對企業執行企劃案的工作流程、資源分配等執行效率的提升是無庸置疑，然而對於企業決策 的影響，例如：決策品質的提升以獲取競爭優勢等，卻不如期望中的理想。決策過程往往面臨著認知的差異和對問題存在 的不暸解等因素，進而導致決策的失敗。如何找出一方法，讓決策者可以針對決策結果較差的案例進行適當的修正，是現 今研究的熱門話題。 有鑑於企業經營環境詭譎多變，所面對問題的難度與複雜度亦隨之增加，管理資訊系統卻難以提出有 效的解決方案，例如：對於資料量少的案例分析無法正確的評估、受訪者可能存在對問題的認知差異等等。因此如何有效 地整合先進的資訊技術，並搭配適當的決策模式，以彌補現有管理資訊系統在分析預測能力上不足之處，並藉此協助企業 提昇經營優勢，是當前管理環境應待突破之處。 本研究的目的將針對以上的問題進行解決，提出可靠性的決策方法，以供 決策者處理決策問題，並找出可靠的評估依據。 本研究提出決策最佳化的方式，暨改良三種理論方法：灰色關聯分析 法(Grey Relational Analysis)、模糊層級分析法(Fuzzy Analytical Hierarchical Process)以及變異係數(Coefficient of Variation)，成 為模糊決策分析法(Fuzzy Decision Analysis)。透過層級架構，預先收集「問卷數據」以及「專家學者意見」等因素，利用「
模糊決策分析法」來進行分析。藉由變異係數來對標準偏差作預測，讓決策者可以適當修改其決策方案，以增加決策效率
，並降低其成本，進而滿足決策最佳化之需求。
關鍵詞 : 灰色關聯分析、模糊層級分析、變異係數、決策支援系統 目錄
封面內頁 簽名頁 授權書1 ………iii 授權書2 ………
………iv 中文摘要………...v 英文摘要………
………vii 誌謝………..ix 目錄………
………x 圖目錄………..…xii 表目錄……
………...xiii 第一章 緒論………..1 1.1 前言……….………1 1.2 研究背景與目的………..1 1.3 文獻回顧……
………..2 1.4 論文架構………..4 第二章 文獻探討………
………..5 2.1 灰色關聯分析法……….………6 2.2 傳統層級分析法………
………..13 第三章 研究方法………23 3.1 研究架構………
………..…23 3.2 決策架構－灰色關聯分析……….………24 3.3 模糊層級分析法………
……...26 3.4 變異係數……….………...33 第四章 實驗數據………
……35 4.1 數據來源………..35 4.2 實驗數據……….……..……..36 4.3 評估分析………..39 第五章 結論及未來研究方向………..………40 5.1 結論………40 5.2 未來研究方向……….……..……..41 參考文獻………
………..42 參考文獻
[1] Saaty, T.L., The Analytic Hierarchy Process, 1980, New York : McGraw-Hill.
[2] Saaty, T.L., “How to Make a Decision: The Analytic Hierarchy Process,” European Journal of Operational Research, 1990,Vol. 48, No.1, pp.9-26.
[3] Saaty, T.L. “Risk – Its Priority and Probability; The Analytical Hierarchy Process,” Risk Analysis, 1987, Vol.7, No.2, pp.159-172.
[4] Buckley, J.J., “Fuzzy hierarchical analysis,” Fuzzy Sets and Systems, 1985, Vol.17, pp.233-247.
[5] Buckley J.J. “Fuzzy Hierarchical Analysis,” 1999 IEEE International Fuzzy Systems Conference Proceedings, Seoul, Korea, August 22-25, 1999, pp. II 1009-II 1013.
[6] M.W. Kim, J.G. Lee, and C.W. Min., “Efficient Fuzzy Rule Generation Based on Fuzzy Decision Tree for Data Mining,” 1999 IEEE International Fuzzy Systems Conference Proceedings, Seoul, Korea, August 22-25, 1999, pp. II 1223 - II 1228.
[7] George J. Klir, Bo Yuan., Fuzzy Sets and Fuzzy Logic: Theory and Applications, Prentice Hall, Sep. 2002.
[8] Yoon, K. Paul., “A Probabilistic approach to rank complex fuzzy numbers,” Fuzzy Sets and Systems, June 10, 1996 Vol. 80, Issue: 2, pp.
167-176.
[9] McCauley-Bell, P.; Badiru, A.B., “Fuzzy modeling and analytic hierarchy processing- means to quantify risk levels associated with
occupational injuries. II. The development of a fuzzy rule-based model for the prediction of injury,” Fuzzy Sets and Systems, May, 1996, Vol. 4 Issue: 2 , pp. 132-138.
[10] Tung, S.L.; Tang, S.L., “A comparison of the Saaty's AHP and modified AHP for right and left eigenvector inconsistency,” European Journal of Operational Research, April 1, 1998, Vol. 106, Issue: 1, pp. 123－128.
[11] Kumar, N. Vinod; Ganesh, L.S., “An empirical analysis of the use of the Analytic Hierarchy Process for estimating membership values in a fuzzy set,” Fuzzy Sets and Systems, August 26, 1996, Vol. 82, Issue: 1, pp. 1-16.
[12] Pendharkar, Parag C., “Characterization of aggregate fuzzy membership functions using Saaty's eigenvalue approach,” Computers and Operations Research, February, 2003, Vol. 30, Issue: 2, pp. 199-212.
[13] Ravi, V.; Reddy, P.J., “Ranking of Indian coals via fuzzy multi attribute decision making,” Fuzzy Sets and Systems, May 1, 1999, Vol. 103, Issue: 3, pp. 369-377.
[14] Leung, L.C.; Cao, D. “On consistency and ranking of alternatives in fuzzy AHP,” European Journal of Operational Research, July 1, 2000, Vol. 124, Issue: 1, pp. 102-113.
[15] Kuo, R.J.; Chi, S.C.; Kao, S.S. “A Decision Support System for Locating Convenience Store through Fuzzy AHP,” Computers &
Industrial Engineering, October, 1999, Vol. 37, Issue: 1-2, pp. 323-326.
[16] Bozdag, Cafer Erhan; Kahraman, Cengiz; Ruan, Da., ”Fuzzy group decision making for selection among computer integrated manufacturing systems,” Computers in Industry, May, 2003, Vol. 51, Issue: 1, pp. 13-29.
[17] Hwang, Gwo-Jen; Huang, Tony C. K.; Tseng, Judy C.R. “A group-decision approach for evaluating educational web sites,” Computers and Education, January, 2004, Vol. 42, Issue: 1, pp. 65-86.
[18] Sheehan, M.; Brace, C.; Williams, S.; Sullivan, M., “Optimal allocation of resources to distribution investments using the analytic hierarchy process to balance the impacts of investments on safety, customer interruption costs, levelized annual revenue requirement, contribution to margin and other considerations,” Power Engineering Society Summer Meeting, IEEE , July, 2000, vol. 3, pp. 1311-1316.
