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Modeling attitudes toward uncertainty through the use of the Sugeno integral

Alain Chateauneuf (), Michel Grabisch and Agnès Rico
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Agnès Rico: LIRIS - Laboratoire d'InfoRmatique en Image et Systèmes d'information - UL2 - Université Lumière - Lyon 2 - ECL - École Centrale de Lyon - Université de Lyon - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon - CNRS - Centre National de la Recherche Scientifique - INSA Lyon - Institut National des Sciences Appliquées de Lyon - Université de Lyon - INSA - Institut National des Sciences Appliquées

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

Abstract: The aim of the paper is to present under uncertainty, and in an ordinal framework, an axiomatic treatment of the Sugeno integral in terms of preferences which parallels some earlier derivations devoted to the Choquet integral. Some emphasis is given to the characterization of uncertainty aversion.

Keywords: Sugeno integral; uncertainty aversion; preference relations; ordinal information (search for similar items in EconPapers)
Date: 2008-12
Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00327700
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Published in Journal of Mathematical Economics, Elsevier, 2008, 44 (11), pp.1084-1099. ⟨10.1016/j.jmateco.2007.09.003⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:halshs-00327700

DOI: 10.1016/j.jmateco.2007.09.003

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