Intuitionistic fuzzy stochastic multi-criteria decision-making methods based on MYCIN certainty factor and prospect theory

For the stochastic multi-criteria decision-making problem,in which the information on criteria's weights is incomplete and the indices value of alternatives are in the form of intuitionistic fuzzy numbers, an intuitionistic random decision-making approach based on MYCIN certainty factor and prospect theory is proposed.According to the score function of intuitionistic fuzzy numbers and prospect theory,the MYCIN certainty factors of different alternatives in different indices are obtained.And the trust degrees of different indices are determined by using the grey incidence analysis.Then,the certainty factor fusion method in different indices is deduced to get the optimal alternative.It is proved that the fusion method satisfies the commutative law and the associative law.And the best alternative is got by using the method. Finally,an example shows the feasibility and validity of this method.