Generalized Choquet-like aggregation functions for handling bipolar scales

We are interested in modeling interaction between criteria in Multi-Criteria Decision Making when underlying scales are bipolar. Interacting phenomena involving behavioral bias between attractive and repulsive values are in particular considered here. We show in an example that both the Choquet integral and the Cumulative Prospect Theory (CPT) model fail to represent these interacting phenomena. Axioms that enable the construction of the preferences of the decision maker over each attribute, and the representation of his preferences about aggregation of criteria are introduced and justified. We show there is a unique aggregation operator that fits with these axioms. It is based on the notion of {\em bi-capacity} and generalizes both the Choquet integral and the CPT model.

[1]  C. B. E. Costa,et al.  Facilitating bid evaluation in public call for tenders: a socio-technical approach , 2002 .

[2]  A. Tversky,et al.  An axiomatization of cumulative prospect theory , 1993 .

[3]  J. Šipoš,et al.  Integral with respect to a pre-measure , 1979 .

[4]  S. Greco Bipolar Sugeno and Choquet integrals , 2002 .

[5]  Dan S. Felsenthal,et al.  Ternary voting games , 1997, Int. J. Game Theory.

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

[7]  H. Simon,et al.  Rational choice and the structure of the environment. , 1956, Psychological review.

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

[9]  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..

[10]  D. Kahneman,et al.  Heuristics and Biases: The Psychology of Intuitive Judgment , 2002 .

[11]  Michel Grabisch,et al.  A new algorithm for identifying fuzzy measures and its application to pattern recognition , 1995, Proceedings of 1995 IEEE International Conference on Fuzzy Systems..

[12]  C. Osgood,et al.  The Measurement of Meaning , 1958 .

[13]  Jean-Luc Marichal,et al.  On a sorting procedure in the presence of qualitative interacting points of view , 2001 .

[14]  Carlos A. Bana e Costa,et al.  Applications of the MACBETH Approach in the Framework of an Additive Aggregation Model , 1997 .

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

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

[17]  Christophe Labreuche,et al.  Partially unipolar bi-capacities in MCDM , 2004 .

[18]  P. Slovic,et al.  The affect heuristic , 2007, European Journal of Operational Research.

[19]  M. Grabisch,et al.  The symmetric and asymmetric Choquet integrals on finite spaces for decision making , 2002 .

[20]  D. Denneberg Non-additive measure and integral , 1994 .

[21]  V. Novák Fuzzy sets and their applications , 1989 .

[22]  Jean-Luc Marichal,et al.  Dependence between criteria and multiple criteria decision aid , 1998 .

[23]  D. Schmeidler Integral representation without additivity , 1986 .

[24]  Han Bleichrodt,et al.  A Characterization of Quality-Adjusted Life-Years Under Cumulative Prospect Theory , 2003, Math. Oper. Res..

[25]  Christophe Labreuche,et al.  Bi-capacities - II: the Choquet integral , 2005, Fuzzy Sets Syst..

[26]  M. Grabisch,et al.  Bi-capacities for decision making on bipolar scales , 2002 .

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

[28]  Horst Zank,et al.  Cumulative Prospect Theory for Parametric and Multiattribute Utilities , 2001, Math. Oper. Res..

[29]  L. Shapley Simple games: an outline of the descriptive theory. , 2007, Behavioral science.

[30]  Jaap Van Brakel,et al.  Foundations of measurement , 1983 .

[31]  Christophe Labreuche,et al.  On the extension of pseudo-Boolean functions for the aggregation of interacting criteria , 2003, Eur. J. Oper. Res..

[32]  A. Tversky,et al.  Advances in prospect theory: Cumulative representation of uncertainty , 1992 .

[33]  Christophe Labreuche,et al.  Bi-capacities -- Part II: the Choquet integral , 2007, ArXiv.

[34]  Carlos A. Bana e Costa,et al.  Conflict dissolution in the public sector: A case-study , 2001, Eur. J. Oper. Res..