Projection pursuit method for uncertain decision-making problem

Uncertain decision-making problems take on very important meaning in theory and practice of systems engineering, their benefit and loss matrices reflect high complexity and uncertainty of the problems, also reflect the risk information of benefit chance and loss chance faced by decision-maker. Now the information is not mined sufficiently by common methods for uncertain decision-making problems. The matter for resolving uncertain decision-making problem is how to transform benefit and loss matrix to compressed vector. The biggest weight of the vector corresponds to the best scheme. A new approach, named projection pursuit method based on genetic algorithm, is presented for utilizing the risk information completely. The result shows that decision-maker can actively or safely choose the best scheme based on the comparison between benefit risk and loss chance risk contained in the benefit and loss matrix by using projection pursuit method.