Choquet integral and its modifications

Dana Hlinená, Martin Kalina, Pavol Král'.

In many decision problems a set of actions is evaluated with respect to a set of points of view, called criteria. The main aim of this contribution is to look for an appropriate utility function. Moreover, we will investigate the interactions of criteria, which have been considered through non-additive integrals such as Choquet integral. We illustrate our approach on a practical example.

PDF full paper