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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…

经济学 · 定量金融 2016-03-29 Mikhail Timonin

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…

经济学 · 定量金融 2016-03-29 Mikhail Timonin

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…

离散数学 · 计算机科学 2008-12-18 Christophe Labreuche , Michel Grabisch

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…

综合数学 · 数学 2024-04-15 Michał Boczek , Tomasz Józefiak , Marek Kaluszka , Andrzej Okolewski

We axiomatize the Choquet rank-dependent utility model within a Savage framework with an exogenous source of pure risk. This model is a decision model under ambiguity, serving as a conceptual generalization of the Choquet expected utility…

理论经济学 · 经济学 2025-11-11 Zachary Van Oosten , Ruodu Wang

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…

风险管理 · 定量金融 2024-12-30 Peng Liu , Tiantian Mao , Ruodu Wang

We distinguish two frameworks for decisions under ambiguity: evaluate-then-aggregate (ETA) and aggregate-then-evaluate (ATE). Given a statistic that represents the decision maker's pure-risk preferences (such as expected utility) and an…

理论经济学 · 经济学 2025-12-04 Zachary Van Oosten , Ruodu Wang

We address the pattern explosion problem in pattern mining by proposing an interactive learning framework that combines nonlinear utility aggregation with geometry-aware query selection. Our method models user preferences through a Choquet…

机器学习 · 计算机科学 2025-07-22 Tudor Matei Opran , Samir Loudni

Models in Multicriteria Decision Analysis (MCDA) can be analyzed by means of an importance index and an interaction index for every group of criteria. We consider first discrete models in MCDA, without further restriction, which amounts to…

计算机科学与博弈论 · 计算机科学 2018-03-21 Mustapha Ridaoui , Michel Grabisch , Christophe Labreuche

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…

人工智能 · 计算机科学 2020-03-30 Renata Pelissari , Leonardo Tomazeli Duarte

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…

离散数学 · 计算机科学 2011-02-08 Ulrich Faigle , Michel Grabisch

The Choquet integral is a preference model used in Multiple Criteria Decision Aiding (MCDA) to deal with interactions between criteria. The Stochastic Multiobjective Acceptability Analysis (SMAA) is an MCDA methodology used to take into…

最优化与控制 · 数学 2013-02-28 Silvia Angilella , Salvatore Corrente , Salvatore Greco

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…

应用统计 · 统计学 2021-12-07 Subodh Dubey , Oded Cats , Serge Hoogendoorn , Prateek Bansal

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…

最优化与控制 · 数学 2019-12-04 Renata Pelissari , Leonardo Tomazeli Duarte

How to aggregate information from multiple instances is a key question multiple instance learning. Prior neural models implement different variants of the well-known encoder-decoder strategy according to which all input features are encoded…

机器学习 · 计算机科学 2022-07-26 Markus Zopf

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…

计算机科学与博弈论 · 计算机科学 2019-07-23 Adam Dominiak , Burkhard Schipper

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…

离散数学 · 计算机科学 2007-11-15 Michel Grabisch , Christophe Labreuche

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…

统计理论 · 数学 2026-05-01 Ryan Martin , Shih-Ni Prim , Jonathan Williams

When the information about uncertainty cannot be quantified in a simple, probabilistic way, the topic of possibilistic decision theory is often a natural one to consider. The development of possibilistic decision theory has lead to a series…

人工智能 · 计算机科学 2012-02-20 Helene Fargier , Nahla Ben Amor , Wided Guezguez

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…

离散数学 · 计算机科学 2008-12-18 Michel Grabisch , Christophe Labreuche , Jean-Claude Vansnick
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