English
Related papers

Related papers: A Discrete Choquet Integral for Ordered Systems

200 papers

In this paper, we propose a new generalization of the classical discrete Choquet integral to the multivalued framework in terms of an admissible order that refines the natural partial order on the considered value set. The new Choquet-like…

General Mathematics · Mathematics 2024-04-15 Michał Boczek , Tomasz Józefiak , Marek Kaluszka , Andrzej Okolewski

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

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

Based on a study of a formula representing submodular set function as a supremum of measures dominated by the set function, we present a corresponding formula for a Choquet integration with respect to the set function, on a measurable space…

Probability · Mathematics 2025-09-16 Tetsuya Hattori

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

We introduce a~\textit{Choquet-Sugeno-like operator} generalizing many operators for bounded functions and monotone measures from the literature, e.g., Sugeno-like operator, Lov\'{a}sz and Owen measure extensions, $\rF$-decomposition…

Functional Analysis · Mathematics 2021-02-02 Michal Boczek , Ondrej Hutník , Marek Kaluszka

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

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

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

We propose a computationally feasible way of deriving the identified features of models with multiple equilibria in pure or mixed strategies. It is shown that in the case of Shapley regular normal form games, the identified set is…

Econometrics · Economics 2021-02-25 Alfred Galichon , Marc Henry

We study the moments and the distribution of the discrete Choquet integral when regarded as a real function of a random sample drawn from a continuous distribution. Since the discrete Choquet integral includes weighted arithmetic means,…

Probability · Mathematics 2015-05-13 Ivan Kojadinovic , Jean-Luc Marichal

Interchange theorems between minimization and integration are useful in optimization, especially in optimal control and in stochastic optimization. In this article, we establish a generalized minimization interchange theorem, where…

Optimization and Control · Mathematics 2021-07-14 Jean-Philippe Chancelier , Michel de Lara , Benoît Tran

It is known that several discrete integrals, including the Choquet and Sugeno integrals as well as some of their generalizations, are comonotonically modular functions. Based on a recent description of the class of comonotonically modular…

Functional Analysis · Mathematics 2013-08-28 Miguel Couceiro , Jean-Luc Marichal

In multi-criteria decision aiding, the Choquet integral has been used as an aggregation operator to deal with interacting criteria, having as a requirement a prior assumption of common scale for all the criteria. This restriction on the…

Optimization and Control · Mathematics 2019-12-04 Renata Pelissari , Leonardo Tomazeli Duarte

In a seminal paper, Choquet introduced an integral formula to extend a monotone increasing setfunction on a sigma-algebra to a (nonlinear) functional on bounded measurable functions. The most important special case is when the setfunction…

Combinatorics · Mathematics 2025-04-29 László Lovász

We establish a dilation-theoretic characterization of the Choquet order on the space of measures on a compact convex set using ideas from the theory of operator algebras. This yields an extension of Cartier's dilation theorem to the…

Operator Algebras · Mathematics 2021-05-03 Kenneth R. Davidson , Matthew Kennedy

We derive computational formulas for the generalized Choquet integral based on the novel survival function introduced by M. Boczek et al. [1]. We demonstrate its usefulness on the Knapsack problem and the problem of accommodation options.…

Optimization and Control · Mathematics 2023-06-23 Stanislav Basarik , Jana Borzová , Lenka Halčinová , Jaroslav Šupina

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

We consider supervised learning problems in which set predictions provide explicit uncertainty estimates. Using Choquet integrals (a.k.a. Lov{\'a}sz extensions), we propose a convex loss function for nondecreasing subset-valued functions…

Machine Learning · Computer Science 2025-12-23 Francis Bach

For the qualitative results of pointwise and uniform approximation obtained in \cite{Gal-Opris}, we present general quantitative estimates in terms of the modulus of continuity and in terms of a $K$-functional, for the generalized…

Classical Analysis and ODEs · Mathematics 2015-12-14 Sorin Gal
‹ Prev 1 2 3 10 Next ›