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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

A model for a Choquet integral for arbitrary finite set systems is presented. The model includes in particular the classical model on the system of all subsets of a finite set. The general model associates canonical non-negative and…

Discrete Mathematics · Computer Science 2011-02-08 Ulrich Faigle , Michel Grabisch

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

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

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

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

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

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

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

The main aim of this paper is to show that the nonlinear Choquet integral can be used to construct nonlinear approximation operators, exactly as by the use in probability of the Lebesgue-type integral, linear and positive approximation…

Classical Analysis and ODEs · Mathematics 2016-05-23 Sorin G Gal

A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional…

Probability · Mathematics 2021-05-18 Yizao Wang

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 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

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

In this work, we introduce a new generalized integral transform involving many potentially known or new transforms as special cases. Basic properties of the new integral transform, that investigated in this work, include the existence…

Classical Analysis and ODEs · Mathematics 2022-07-28 Mohamed Akel

In this note, we extend the considerations for the Choquet integral calculus on the interval $[0, t]$ introduced in \cite{Su}, \cite{Su3}, to the case of an interval $[a, t]$, with arbitrary $a\in \mathbb{R}$.

General Mathematics · Mathematics 2019-02-08 Sorin G. Gal

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

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

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

The set $M$ of $d\times d$ Hermitian matrices (observables) is studied as a partially ordered set with the L\"{o}wner partial order. Upper and lower sets in it, define the concept of cumulativeness (used mainly with scalar quantities) in…

Quantum Physics · Physics 2025-06-10 A. Vourdas
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