Construction of a Choquet integral and the value functions without any commensurateness assumption in multi-criteria decision making

We consider a multi-criteria evaluation function U defined over a Cartesian product of attributes. We assume that U is written as the combination of an aggregation function and one value function over each attribute. The aggregation function is assumed to be a Choquet integral w.r.t. an unknown capacity. The problem we wish to address in this paper is the following one: if U is known, can we construct both the value functions and the capacity? The approaches that have been developed so far in the literature to answer this question in an analytical way assume some commensurateness hypothesis. We propose in this paper a method to construct the value functions and the capacity without any commensurateness assumption. Moreover, we show that the construction of the value functions is unique up to an affine transformation.

[1]  Salvatore Greco,et al.  Axiomatic characterization of a general utility function and its particular cases in terms of conjoint measurement and rough-set decision rules , 2004, Eur. J. Oper. Res..

[2]  G. Choquet Theory of capacities , 1954 .

[3]  Michel Grabisch,et al.  A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid , 2010, Ann. Oper. Res..

[4]  Jean-Luc Marichal,et al.  An axiomatic approach of the discrete Choquet integral as a tool to aggregate interacting criteria , 2000, IEEE Trans. Fuzzy Syst..

[5]  T. L. Saaty A Scaling Method for Priorities in Hierarchical Structures , 1977 .

[6]  Thierry Marchant,et al.  An axiomatic approach to noncompensatory sorting methods in MCDM I: The case of two categories (juin 2005) , 2005 .

[7]  Patrice Perny,et al.  GAI Networks for Utility Elicitation , 2004, KR.

[8]  Jean-Luc Marichal,et al.  Axiomatizations of quasi-Lovász extensions of pseudo-Boolean functions , 2010, 1011.6302.

[9]  Salvatore Greco,et al.  Assessing non-additive utility for multicriteria decision aid , 2004, Eur. J. Oper. Res..

[10]  J. Neumann,et al.  Theory of games and economic behavior , 1945, 100 Years of Math Milestones.

[11]  Christophe Labreuche,et al.  The Choquet integral for the aggregation of interval scales in multicriteria decision making , 2003, Fuzzy Sets Syst..

[12]  M. Grabisch The application of fuzzy integrals in multicriteria decision making , 1996 .

[13]  Michel Grabisch,et al.  Fuzzy Measures and Integrals , 1995 .

[14]  M. Sugeno,et al.  Fuzzy Measures and Integrals: Theory and Applications , 2000 .

[15]  David Schmeidleis SUBJECTIVE PROBABILITY AND EXPECTED UTILITY WITHOUT ADDITIVITY , 1989 .

[16]  C. B. E. Costa,et al.  A Theoretical Framework for Measuring Attractiveness by a Categorical Based Evaluation Technique (MACBETH) , 1997 .

[17]  L. S. Shapley,et al.  17. A Value for n-Person Games , 1953 .

[18]  S. Greco,et al.  Axiomatization of utility, outranking and decision-rule preference models for multiple-criteria classification problems under partial inconsistency with the dominance principle , 2002 .

[19]  B. Peleg,et al.  Introduction to the Theory of Cooperative Games , 1983 .

[20]  Christophe Labreuche,et al.  The representation of conditional relative importance between criteria , 2007, Ann. Oper. Res..

[21]  Rakesh K. Sarin,et al.  Measurable Multiattribute Value Functions , 1979, Oper. Res..

[22]  Christophe Labreuche,et al.  Generalized Choquet-like aggregation functions for handling bipolar scales , 2006, Eur. J. Oper. Res..

[23]  A. Tversky,et al.  Foundations of Measurement, Vol. I: Additive and Polynomial Representations , 1991 .