For giving decision target equal weight in traditional multi-objective grey situation decision does not reflect the preferences of policy makers and the actual situation of decision-making, we put forward a weighting method in grey situation decision. Taking the closer of the effect of the situation and the ideals and the uncertainty of the weight into account, the multi-objective optimization model is established, which is solved by Lagrange multiplier, then the formula of objective weights is obtained and unequal weight grey situation decision is established. The grey situation decision theory is improved.
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