A two-stage distributionally robust maximum expert consensus model with asymmetric costs and risk aversion

被引:1
|
作者
Ma, Yifan [1 ]
Ji, Ying [1 ]
Qu, Shaojian [2 ]
Li, Yingying [1 ]
机构
[1] Shanghai Univ, Sch Management, Shanghai 200444, Peoples R China
[2] Nanjing Univ Informat Sci & Technol, Sch Management Sci & Engn, Nanjing 210044, Peoples R China
基金
中国国家自然科学基金;
关键词
Maximum expert consensus model; Uncertain adjustment costs; Risk aversion; Asymmetric costs; MINIMUM-COST; DECISION-MAKING;
D O I
10.1016/j.ins.2024.121518
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The maximum expert consensus model (MECM) emerges as a widely used consensus optimization model in group decision making (GDM). However, contemporary complexities in decision-making environment lead to the asymmetry and uncertainty of adjustment costs of decision-makers (DMs), which are critical during the consensus reaching process (CRP). Additionally, the risks emerging with the uncertainty during CRP should also be analyzed. Therefore, this paper focuses on developing the two-stage distributionally robust MECM (DRO-MECM) with asymmetric adjustment costs under an uncertain environment to improve the CRP. Specifically, we propose a MECM with asymmetric costs. Moreover, we build the two-stage DRO-MECM based on the mean-CVaR under two uncertain scenarios, allowing it to manage uncertain costs effectively while considering the risk preferences of DMs. The first stage aims to maximize the number of DM within consensus and the second stage seeks to minimize the consensus cost. Finally, the applicability of the proposed models is demonstrated by applying them to the allocation of healthcare and security capacity enhancement subsidy funds in China. The efficiency of the models is further corroborated by sensitivity analysis and comparison analysis.
引用
收藏
页数:21
相关论文
共 50 条
  • [31] Effects of Risk Aversion on Market Outcomes: A Stochastic Two-Stage Equilibrium Model
    Kazempour, S. Jalal
    Pinson, Pierre
    2016 INTERNATIONAL CONFERENCE ON PROBABILISTIC METHODS APPLIED TO POWER SYSTEMS (PMAPS), 2016,
  • [32] THE ROBUST MAXIMUM EXPERT CONSENSUS MODEL CONSIDERING SATISFACTION PREFERENCE
    Yu, Qiuyu
    Qu, Shaojian
    Peng, Zhisheng
    Ji, Ying
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2024, 21 (03) : 2416 - 2455
  • [33] Risk-averse two-stage distributionally robust optimisation for logistics planning in disaster relief management
    Wang, Duo
    Yang, Kai
    Yang, Lixing
    INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, 2023, 61 (02) : 668 - 691
  • [34] THE ROBUST MAXIMUM EXPERT CONSENSUS MODEL CONSIDERING SATISFACTION PREFERENCE
    Yu, Qiuyu
    Qu, Shaojian
    Peng, Zhisheng
    Ji, Ying
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2025, 21 (03) : 2417 - 2456
  • [35] Distributionally robust optimization of a newsvendor model under capital constraint and risk aversion
    Zhai, Jia
    Yu, Hui
    Liang, Kai-Rong
    Li, Kevin W.
    COMPUTERS & OPERATIONS RESEARCH, 2025, 173
  • [36] On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
    Bansal, Manish
    Mehrotra, Sanjay
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 279 (02) : 296 - 307
  • [37] Two-stage distributionally robust optimization model for a pharmaceutical cold supply chain network design problem
    Li, Jinfeng
    Liu, Yankui
    Yang, Guoqing
    INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2024, 31 (05) : 3459 - 3493
  • [38] TWO-STAGE DISTRIBUTIONALLY ROBUST OPTIMIZATION MODEL FOR WAREHOUSING-TRANSPORTATION PROBLEM UNDER UNCERTAIN ENVIRONMENT
    Huang, Ripeng
    Qu, Shaojian
    Liu, Zhimin
    JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2023, 19 (09) : 6344 - 6363
  • [39] Humanitarian transportation network design via two-stage distributionally robust optimization
    Zhang, Guowei
    Jia, Ning
    Zhu, Ning
    He, Long
    Adulyasak, Yossiri
    TRANSPORTATION RESEARCH PART B-METHODOLOGICAL, 2023, 176
  • [40] Decision bounding problems for two-stage distributionally robust stochastic bilevel optimization
    Tong, Xiaojiao
    Li, Manlan
    Sun, Hailin
    JOURNAL OF GLOBAL OPTIMIZATION, 2023, 87 (2-4) : 679 - 707