A Method for Interval Multi-attribute Decision Making Based on Evidential Reasoning and Third-Generation Prospect Theory

In this paper, a method for interval multi-attribute decision making under uncertainty is proposed, the uncertainty is represented by interval certainty factor structure. Firstly, the prospect value for each alternative on each attribute is calculated based on the third generation prospect theory. Secondly, the combined prospect value of each alternative is given according to interval certainty rule base inference method using evidential reasoning. Then a ranking of alternatives can be determined using the combined prospect values. Finally, an illustration example is used to illustrate the feasibility and validity of the proposed method.