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On the decomposition of Generalized Additive Independence models

Michel Grabisch and Christophe Labreuche (christophe.labreuche@thalesgroup.com)
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Christophe Labreuche: Laboratoire Albert Fert (ex-UMPhy Unité mixte de physique CNRS/Thales) - THALES [France] - Université Paris-Saclay - CNRS - Centre National de la Recherche Scientifique

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Abstract: The GAI (Generalized Additive Independence) model proposed by Fishburn is a generalization of the additive utility model, which need not satisfy mutual preferential independence. Its great generality makes however its application and study difficult. We consider a significant subclass of GAI models, namely the discrete 2-additive GAI models, and provide for this class a decomposition into nonnegative monotone terms. This decomposition allows a reduction from exponential to quadratic complexity in any optimization problem involving discrete 2-additive models, making them usable in practice.

Keywords: Multiattribute utility; Multichoice games; Utilité multi-attribut; jeux multichoix (search for similar items in EconPapers)
Date: 2015-09
New Economics Papers: this item is included in nep-dcm and nep-upt
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Published in 2015

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Working Paper: On the decomposition of Generalized Additive Independence models (2015) Downloads
Working Paper: On the decomposition of Generalized Additive Independence models (2015) Downloads
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