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Related papers: Bi-capacities -- Part II: the Choquet integral

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Bi-capacities arise as a natural generalization of capacities (or fuzzy measures) in a context of decision making where underlying scales are bipolar. They are able to capture a wide variety of decision behaviours, encompassing models such…

Discrete Mathematics · Computer Science 2007-11-15 Michel Grabisch , Christophe Labreuche

The Choquet integral w.r.t. a capacity can be seen in the finite case as a parsimonious linear interpolator between vertices of $[0,1]^n$. We take this basic fact as a starting point to define the Choquet integral in a very general way,…

Discrete Mathematics · Computer Science 2015-05-13 Michel Grabisch , Christophe Labreuche

This paper addresses the question of which models fit with information concerning the preferences of the decision maker over each attribute, and his preferences about aggregation of criteria (interacting criteria). We show that the…

Discrete Mathematics · Computer Science 2008-12-18 Christophe Labreuche , Michel Grabisch

Choquet capacities and integrals are central concepts in decision making under ambiguity or model uncertainty, pioneered by Schmeidler. Motivated by risk optimization problems for quantiles under ambiguity, we study the subclass of Choquet…

Risk Management · Quantitative Finance 2024-12-30 Peng Liu , Tiantian Mao , Ruodu Wang

In decision analysis and especially in multiple criteria decision analysis, several non additive integrals have been introduced in the last sixty years. Among them, we remember the Choquet integral, the Shilkret integral and the Sugeno…

Functional Analysis · Mathematics 2012-04-27 Salvatore Greco , Fabio Rindone

The paper presents an analysis on the use of integrals defined for non-additive measures (or capacities) as the Choquet and the \Sipos{} integral, and the multilinear model, all seen as extensions of pseudo-Boolean functions, and used as a…

Discrete Mathematics · Computer Science 2008-12-18 Michel Grabisch , Christophe Labreuche , Jean-Claude Vansnick

The integral representation of Choquet operators defined on a space C(X) is established by using the Choquet-Bochner integral of a real-valued function with respect to a vector capacity.

Functional Analysis · Mathematics 2021-04-14 Sorin G. Gal , Constantin P. Niculescu

Given a probability measure over a state space, a partial collection (sub-$\sigma$-algebra) of events whose probabilities are known, induces a capacity over the collection of all possible events. The \emph{induced capacity} of an event $F$…

Classical Analysis and ODEs · Mathematics 2007-11-16 Roee Teper

The Choquet integral is a powerful aggregation operator which lists many well-known models as its special cases. We look at these special cases and provide their axiomatic analysis. In cases where an axiomatization has been previously given…

Economics · Quantitative Finance 2016-12-01 Mikhail Timonin

In his influential work Choquet systematically studied capacities on Boolean algebras in a topological space, and gave a probabilistic interpretation for completely monotone (and completely alternating) capacities. Beyond complete…

Probability · Mathematics 2011-05-10 Motoya Machida

In multicriteria decision aiding (MCDA), the Choquet integral has been used as an aggregation operator to deal with the case of interacting decision criteria. While the application of the Choquet integral for ranking problems have been…

Artificial Intelligence · Computer Science 2020-03-30 Renata Pelissari , Leonardo Tomazeli Duarte

Inferential models (IMs) are data-dependent, imprecise-probabilistic structures designed to quantify uncertainty about unknowns. As the name suggests, the focus has been on uncertainty quantification for inference and on its reliability…

Statistics Theory · Mathematics 2026-05-01 Ryan Martin , Shih-Ni Prim , Jonathan Williams

The Multiple Intelligence Theory (MI) is one of the models that study and describe the cognitive abilities of an individual. In [7] is presented a referential system which allows to identify the Multiple Intelligences of the students of a…

History and Overview · Mathematics 2007-05-23 Mike Malatesta , Yamilet Quintana

We prove a representation theorem for the Choquet integral model. The preference relation is defined on a two-dimensional heterogeneous product set $X = X_1 \times X_2$ where elements of $X_1$ and $X_2$ are not necessarily comparable with…

Economics · Quantitative Finance 2016-03-29 Mikhail Timonin

We consider finite games in strategic form with Choquet expected utility. Using the notion of (unambiguously) believed, we define Choquet rationalizability and characterize it by Choquet rationality and common beliefs in Choquet rationality…

Computer Science and Game Theory · Computer Science 2019-07-23 Adam Dominiak , Burkhard Schipper

We derive two complementarity relations that constrain the individual and bipartite properties that may simultaneously exist in a multi-qubit system. The first expression, valid for an arbitrary pure state of n qubits, demonstrates that the…

Quantum Physics · Physics 2009-11-10 Tracey E. Tessier

We introduce a complete set of complementary quantities in bipartite, two-dimensional systems. Complementarity then relates the quantitative entanglement measure concurrence which is a bipartite property to the single-particle quantum…

Quantum Physics · Physics 2007-05-23 Matthias Jakob , Janos A. Bergou

In this article, we combine the concept of a bipolar fuzzy set and a soft set. We introduce the notion of bipolar fuzzy soft set and study fundamental properties. We study basic operations on bipolar fuzzy soft set. We define exdended…

Artificial Intelligence · Computer Science 2014-03-10 Muhammad Aslam , Saleem Abdullah , Kifayat ullah

Several non-linear functions and machine learning methods have been developed for flexible specification of the systematic utility in discrete choice models. However, they lack interpretability, do not ensure monotonicity conditions, and…

Applications · Statistics 2021-12-07 Subodh Dubey , Oded Cats , Serge Hoogendoorn , Prateek Bansal

This paper studies non-cooperative games where players are allowed to play their mixed non-additive strategies. Expected payoffs are expressed by so-called fuzzy integrals: Choquet integral, Sugeno integral and generalizations of Sugeno…

General Topology · Mathematics 2019-11-12 Taras Radul
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