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Related papers: Axiomatic structure of k-additive capacities

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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

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 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

A relation consisting of tuples annotated by an element of a monoid K is called a K-relation. A K-database is a collection of K-relations. In this paper, we study entailment of inclusion dependencies over K-databases, where K is a positive…

Databases · Computer Science 2026-02-23 Miika Hannula , Teymur Ismikhanov , Jonni Virtema

We propose an axiomatization of the Choquet integral model for the general case of a heterogeneous product set $X = X_1 \times \ldots \times X_n$. In MCDA elements of $X$ are interpreted as alternatives, characterized by criteria taking…

Economics · Quantitative Finance 2016-03-29 Mikhail Timonin

We study the so-called signed discrete Choquet integral (also called non-monotonic discrete Choquet integral) regarded as the Lov\'asz extension of a pseudo-Boolean function which vanishes at the origin. We present axiomatizations of this…

Functional Analysis · Mathematics 2011-04-06 Marta Cardin , Miguel Couceiro , Silvio Giove , Jean-Luc Marichal

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

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

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

We present results for Choquet integrals with minimal assumptions on the monotone set function through which they are defined. They include the equivalence of sublinearity and strong subadditivity independent of regularity assumptions on…

Functional Analysis · Mathematics 2023-02-24 Augusto C. Ponce , Daniel Spector

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

Considering a linearly ordered set, we introduce its symmetric version, and endow it with two operations extending supremum and infimum, so as to obtain an algebraic structure close to a commutative ring. We show that imposing symmetry…

Discrete Mathematics · Computer Science 2007-11-16 Michel Grabisch

We show that a normalized capacity $\nu: \mathcal{P}(\mathbf{N})\to \mathbf{R}$ is invariant with respect to an ideal $\mathcal{I}$ on $\mathbf{N}$ if and only if it can be represented as a Choquet average of $\{0,1\}$-valued finitely…

Functional Analysis · Mathematics 2023-08-01 Simone Cerreia-Vioglio , Paolo Leonetti , Fabio Maccheroni , Massimo Marinacci

There are two ways to turn a categorical model for pure quantum theory into one for mixed quantum theory, both resulting in a category of completely positive maps. One has quantum systems as objects, whereas the other also allows classical…

Category Theory · Mathematics 2015-11-06 Oscar Cunningham , Chris Heunen

We generalize the Arrow's impossibility theorem--a key result in social choice theory--to the setting where the arity $k$ of the relation under consideration is greater than $2$. Some special but natural properties of $k$-ary relations are…

Logic · Mathematics 2019-04-30 Harshit Bisht , Amit Kuber

We consider the problem of rationalizing choice data by a preference satisfying an arbitrary collection of invariance axioms. Examples of such axioms include quasilinearity, homotheticity, independence-type axioms for mixture spaces,…

Theoretical Economics · Economics 2024-08-09 Peter Caradonna , Christopher P. Chambers

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

In this note the Choquet type operators are introduced, in connection to Choquet's theory of integrability with respect to a not necessarily additive set function. Based on their properties, a quantitative estimate for the nonlinear…

Classical Analysis and ODEs · Mathematics 2021-04-14 Sorin G. Gal , Constantin P. Niculescu

We consider MultiCriteria Decision Analysis models which are defined over discrete attributes, taking a finite number of values. We do not assume that the model is monotonically increasing with respect to the attributes values. Our aim is…

Computer Science and Game Theory · Computer Science 2017-04-10 Mustapha Ridaoui , Michel Grabisch , Christophe Labreuche

We aim at representing the recently introduced conditional aggregation-based Choquet integral as a standard Choquet integral on a hyperset. The representation is one of transformations considered by R.R. Yager and R. Mesiar in 2015. Thus we…

Functional Analysis · Mathematics 2023-08-08 Jana Borzová , Lenka Halčinová , Jaroslav Šupina
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