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On the Extension of Pseudo-Boolean Functions for the Aggregation of Interacting Criteria [PDF]

open access: yes
The paper presents an analysis on the use of integrals defined for non-additive measures (or capacities) as the Choquet and the \Sipos{} integral, and the multilinear model, all seen as extensions of pseudo-Boolean functions, and used as a means to model
Michel Grabisch   +2 more
core  

Rate of Arbitrage and Reconciled Beliefs [PDF]

open access: yes
Any group of risk neutral agents who hold differing beliefs is vulnerable to money pumps (arbitrage). Thus, the agents may wish to reconcile their beliefs into a new joint belief.
Marco Scarsini, Yossi Feinberg
core  

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