An axiomatization of the Choquet integral in the context of multiple criteria decision making without any commensurability assumption

Christophe Labreuche ()
Additional contact information
Christophe Labreuche: Thales Research and Technology France

Annals of Operations Research, 2018, vol. 271, issue 2, No 17, 735 pages

Abstract: Abstract An axiomatization of the Choquet integral is proposed in the context of multiple criteria decision making without any commensurability assumption. The most essential axiom—named Commensurability Through Interaction—states that the importance of an attribute i takes only one or two values when a second attribute k varies. When the importance takes two values, the point of discontinuity is exactly the value on the attribute k that is commensurate to the fixed value on attribute i. If the weight of criterion i does not depend on criterion k, for any value of the other criteria than i and k, then criteria i and k are independent. Applying this construction to any pair i, k of criteria, one obtains a partition of the set of criteria. In each block, the criteria interact one with another, and it is thus possible to construct vectors of values on the attributes that are commensurate. There is complete independence between the criteria of any two blocks in this partition. Hence one cannot ensure commensurability between two blocks in the partition. But this is not a problem since the Choquet integral is additive between subsets of criteria that are independent.

Keywords: Choquet integral; Capacity; Commensurability; Interaction between criteria (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10479-018-3046-1 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-3046-1

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10479

DOI: 10.1007/s10479-018-3046-1

Access Statistics for this article

Annals of Operations Research is currently edited by Endre Boros

More articles in Annals of Operations Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().