On the decomposition of Generalized Additive Independence models

Michel Grabisch and Christophe Labreuche ()
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Christophe Labreuche: Thales Research and Technology

Documents de travail du Centre d'Economie de la Sorbonne from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne

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 (search for similar items in EconPapers)
JEL-codes: C4 C6 C71 (search for similar items in EconPapers)
Pages: 25 pages
Date: 2015-09
New Economics Papers: this item is included in nep-dcm and nep-upt
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ftp://mse.univ-paris1.fr/pub/mse/CES2015/15064.pdf (application/pdf)

Related works:
Working Paper: On the decomposition of Generalized Additive Independence models (2015)
Working Paper: On the decomposition of Generalized Additive Independence models (2015)
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Persistent link: https://EconPapers.repec.org/RePEc:mse:cesdoc:15064

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