Axiomatization of an importance index for Generalized Additive Independence models

Mustapha Ridaoui (muridaoui@yahoo.fr), Michel Grabisch and Christophe Labreuche (christophe.labreuche@thalesgroup.com)
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Mustapha Ridaoui: Centre d'Economie de la Sorbonne - Paris School of Economics, https://centredeconomiesorbonne.univ-paris1.fr
Christophe Labreuche: Thales Research & Technology

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

Abstract: We consider MultiCriteria Decision Analysis models which are defined over discrete attributes, taking a finite number of values. We do not assume that the model is monotonically increasing with respect to the attributes values. Our aim is to define an importance index for such general models, encompassing Generalized-Additive Independence models as particular cases. They can be seen as being equivalent to k-ary games (multichoice games). We show that classical solutions like the Shapley value are not suitable for such models, essentially because of the efficiency axiom which does not make sense in this context. We propose an importance index which is a kind of average variation of the model along the attributes. We give an axiomatic characterization of it

Keywords: MultiCriteria Decision Analysis; k-ary game; Shapley value (search for similar items in EconPapers)
Pages: 11 pages
Date: 2017-10
New Economics Papers: this item is included in nep-gth
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Citations: View citations in EconPapers (14)

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ftp://mse.univ-paris1.fr/pub/mse/CES2017/17048.pdf (application/pdf)

Related works:
Working Paper: Axiomatization of an importance index for Generalized Additive Independence models (2017)
Working Paper: Axiomatization of an importance index for Generalized Additive Independence models (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:mse:cesdoc:17048

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