以下代码应该可以满足你的要求，局部地方根据自己需要修改.
具体参考：http://www.yiiframework.com/doc-2.0/yii-grid-datacolumn.html#$value-detail

'columns' => [
    ['class' => 'yii\grid\SerialColumn'],
    [
		'label'=>'产品状态',  
		'attribute' => 'pro_name',  
		'value' => function ($model) {
			$state = [
				'0' => '未发货',
				'1' => '已发货',
				'9' => '退货，已处理',
			];
			return $state[$model->pro_name];
		},
		'headerOptions' => ['width' => '120'] 
	],
]