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Published on: September 16, 2022
An integrated interval-valued intuitionistic fuzzy technique for resumption risk assessment amid COVID-19 prevention
Ze-Hui Chen1,2, Shu-Ping Wan1, Jiu-Ying Dong3
1School of Information and Management, Jiangxi University of Finance and Economics, Nanchang 330013, China.
Abstract:
Currently, China has achieved a remarkable achievement on the containment of COVID-19, which creates a favorable condition for the gradual resumption of normal life. However, COVID-19 infections continue to rise in many nations and some sporadic cases occur from time to time in China, which still poses some risks to the resumption. Hence, it is imperative to develop some reasonable techniques to assess the resumption risk. This paper aims to investigate an integrated interval-valued intuitionistic fuzzy (IVIF) technique to adroitly assess the resumption risk based on DEMATEL (decision making trial and evaluation laboratory), BWM (best-worst method) and SPA (set pair analysis). This integrated technique is called IVIF-DBWM-SPA, where the IVIF-DBWM (combined by the IVIF-DEMATEL and IVIF-BWM) is used to determine the global criteria weights and the IVIF-SPA is employed to generate the ranking order of the alternatives. The IVIF-DEMATEL and IVIF-BWM are used to determine the weights of dimensions and the weights of criteria under each dimension, respectively. In this IVIF-BWM, two bi-objective programming models are constructed by regarding experts' pessimistic and optimistic attitudes, respectively. Combined experts' intrapersonal and interpersonal uncertainties simultaneously, a bi-objective programming model is proposed to derive the dynamic weights of experts. Based on the determined weights of experts and criteria, an IVIF-SPA is developed to assess the risk levels of all alternatives. The validity of the proposed technique is demonstrated with a real case of college resumption risk assessment amid COVID-19. Some sensitivity and comparison analyses are provided to show the merits of the proposed technique.
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