Results 41 to 50 of about 1,540,107 (64)
Pessimistic portfolio allocation and Choquet expected utility [PDF]
Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory that replaces the classical expected utility criterion with a Choquet expectation that accentuates the likelihood of the least favorable outcomes ...
Gregory Kordas +2 more
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, 2018 The hierarchical medical treatment system is an efficient way to solve the problem of insufficient and unbalanced medical resources in China. Essentially, classifying the different degrees of diseases according to the doctor’s diagnosis is a key ...
Jun Wang +4 more
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Graph Topologies, Gap Metrics and Robust Stability for Nonlinear Systems
, 2005 Graph topologies for nonlinear operators which admit coprime factorisations are defined w.r.t. a gain function notion of stability in a general normed signal space setting.
Bian, Wenming, French, Mark
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Real Options under Choquet-Brownian Ambiguitys [PDF]
Real options models characterized by the presence of “ambiguity” (or “Knightian uncertainty”) have been recently proposed. But based on recursive multiple-priors preferences, they typically describe ambiguity through a range of Geometric Brownian motions
André Lapied +2 more
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Induced aggregation operators in decision making with the Dempster-Shafer belief structure [PDF]
We study the induced aggregation operators. The analysis begins with a revision of some basic concepts such as the induced ordered weighted averaging (IOWA) operator and the induced ordered weighted geometric (IOWG) operator.
Jose M. Merigo Lindahl +1 more
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Capacities and Games on Lattices: A Survey of Result [PDF]
We provide a survey of recent developments about capacities (or fuzzy measures) and ccoperative games in characteristic form, when they are defined on more general structures than the usual power set of the universal set, namely lattices. In a first part,
Michel Grabisch
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Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno [PDF]
In this article the algorithm for the decision of alternatives' estimation problems for following conditions is considered. Values of alternative's characteristics (properties) are fuzzy. They are formalized as fuzzy sets.
Bocharnikov, Victor, Sveshnikov, Sergey
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Generalizing Choquet integral with level dependent capacities
, 2006 We present a generalization of Choquet integral in which the capacity depends on the level of the aggregated variables. We show that as particular cases of our generalization of Choquet integral there are the Sugeno integral, the Sipos integral and the ...
GIOVE, Silvio +4 more
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Choquet integral based models for general approximation
, 2003 In this paper we study decision making models based on aggregation operators and, more specially, on Choquet integrals. The motivation of our work is to study the modeling capabilities of these operators and to build models that can approximate arbitrary
Vicenç Torra, Yasuo Narukawa
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Updating Choquet Beliefs. [PDF]
We apply Pires’s coherence property between unconditional and conditional preferences that admit a CEU representation. In conjunction with consequentialism (only those outcomes on states which are still possible can matter for conditional preference ...
Simon Grant +2 more
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