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Choquet Integrals With Respect to Non-Monotonic Set Functions [PDF]

open access: yes
This paper introduces the signed Choquet integral, i.e., a nonmonotonic generalization of the Choquet integral. Applications to welfare theory, multi-period optimization, and asset pricing are described.Choquet integral;comonotonicity;arbitrage;time ...
De Waegenaere, A.M.B., Wakker, P.P.
core  

Choquet Integral Analytical Type Inequalities

open access: yes, 2020
Based on an amazing result of Sugeno [16], we are able to transfer classic analytic integral inequalities to Choquet integral setting. We give Choquet integral inequalities of the following types: fractional-Polya, Ostrowski, fractional Ostrowski ...
Anastassiou, George A.   +1 more
core   +1 more source

The Symmetric Sugeno Integral [PDF]

open access: yes
We propose an extension of the Sugeno integral for negative numbers, in the spirit of the symmetric extension of Choquet integral, also called \Sipos\ integral.
Michel Grabisch
core  

The Choquet integral for the aggregation of interval scales in multicriteria decision making [PDF]

open access: yes
This paper addresses the question of which models fit with information concerning the preferences of the decision maker over each attribute, and his preferences about aggregation of criteria (interacting criteria).
Michel Grabisch, Christophe Labreuche
core  

Bipolarization of posets and natural interpolation [PDF]

open access: yes
The Choquet integral w.r.t. a capacity can be seen in the finite case as a parsimonious linear interpolator between vertices of $[0,1]^n$. We take this basic fact as a starting point to define the Choquet integral in a very general way, using the ...
Michel Grabisch, Christophe Labreuche
core  

Modeling attitudes toward uncertainty through the use of the Sugeno integral [PDF]

open access: yes
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.
Michel Grabisch   +2 more
core  

An Electricity Sale Package Recommendation Method Based on Prospect Strengths and Weaknesses Degree and Choquet Integral

open access: yesApplied Sciences
Given that existing methods for recommending electricity sale packages primarily consider scenarios where customers are familiar with all package attributes, they overlook psychological factors, attribute correlations, and the determination of attribute ...
Yufei Wu, Lifan Qiu, Yuanqian Ma
doaj   +1 more source

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