The objective optimization method for the multiple objective risk decision making

The multiple objective risk decision problem can be seen everywhere in our daily life. People offfen used the roughness method of linear weighted or index weighted to handle the multiple objective risk decision problem of economics, military and management. To analyse and solve this kind of decision problem scientifically and reasonably, we defined the expected ideal point of the multiple objective risk decision first. Based on this we set up a objective optimization model of the multiple objective risk decision and gave it´s method of solving. Thus we provided a scientific and reasonable method for the multiple objective risk decision problem.