To model and deal with complex decision-making problems, many methods have been proposed in the past decades. However, how to deal with probabilistic uncertainty is still an open question. In this regard, this paper introduces a prospect theory-based evidential reasoning (ER) approach to process such uncertainty in multi-expert multi-criteria decision-making. Firstly, we introduce a novel way to model the uncertainty by assigning the uncertain belief to the envelope of evidence, which makes the expression consistent with experts’ perceptions. The ER approach is used to aggregate individual decision-making matrices with probabilistic uncertainty to obtain a collective matrix. Then, the ER approach is applied again on the obtained collective matrix to aggregate the evaluations under different criteria to generate the comprehensive evaluation of each alternative. Given that the decision-maker may have different risk preferences to gain and loss from those of the experts, we introduce a prospect function of evaluation grades to rank alternatives. In this way, we can obtain the ranking of alternatives which considers both the evaluations of experts and the risk preference of the decision-maker. The advantages of this method are highlighted by a case study concerning the evaluation of sustainable development ability of enterprises.

为了建模和处理复杂的决策问题，在过去的几十年中已经提出了许多方法。但是，如何处理概率不确定性仍然是一个悬而未决的问题。在这方面，本文介绍了一种基于前景理论的证据推理（ER）方法，以处理多专家多标准决策中的此类不确定性。首先，我们引入一种新颖的方法来对不确定性进行建模，方法是将不确定性信念分配给证据包络，这使得表达式与专家的看法一致。ER方法用于汇总具有概率不确定性的单个决策矩阵，以获得一个集体矩阵。然后，ER方法再次应用于获得的集合矩阵，以汇总不同标准下的评估，以生成每个备选方案的综合评估。鉴于决策者可能有与专家不同的获利和损失风险偏好，因此我们引入了评估等级的前景函数来对替代方案进行排名。通过这种方式，我们可以获得考虑专家评估和决策者风险偏好的替代方案排名。通过对企业可持续发展能力进行评估的案例研究突出了这种方法的优势。通过这种方式，我们可以获得考虑专家评估和决策者风险偏好的替代方案排名。通过对企业可持续发展能力进行评估的案例研究突出了这种方法的优势。通过这种方式，我们可以获得考虑专家评估和决策者风险偏好的替代方案排名。通过对企业可持续发展能力进行评估的案例研究突出了这种方法的优势。