Choquet integral calculus on a continuous support and its applications
Journal Title: Operations Research and Decisions - Year 2016, Vol 26, Issue 1
Abstract
The results of the calculation of the Choquet integral of a monotone function on the nonnegative real line have been described. Next, the authors prepresented Choquet integral of nonmonotone functions, by constructing monotone functions from nonmonotone ones by using the increasing or decreasing rearrangement of a nonmonotone function. Finally, this paper considers some applications of these results to the continuous agregation operator OWA, and to the representation of risk measures by Choquet integral.
Authors and Affiliations
Mustapha RIDAOUI, Michel GRABISCH
Keywords
Related Articles
- EP ID EP323610
- DOI -
- Views 38
- Downloads 0
A multifaceted analysis of the electoral system of the Republic of Suriname
The electoral system of Suriname has been analyzed. Suriname has a unicameral parliament, the National Assembly. The 51 seats of the National Assembly are distributed among 10 districts. There are large discrepancies bet...
Probabilistic characteristics supporting the management of a production-supply system
The construction of a model and quantitative measures have been presented aimed at improving the efficiency of a production-supply system described by a three-dimensional stochastic process. For this purpose, the laws go...
Power on digraphs
It is assumed that relations between n players are represented by a directed graph or digraph. Such a digraph is called invariant if there is a link (arc) between any two players between whom there is also a directed pat...
Probabilistic models for analyzing the availability and profit of a deteriorating 2-out-of-4 system
This paper deals with modelling and evaluating the availability and profit of a linear consecutive 2-out-of-4 system exposed to three consecutive stages of deterioration before failure. The system will pass through three...
Elimination of dominated strategies and inessential players
We study the process, called the IEDI process, of iterated elimination of (strictly) dominated strategies and inessential players for finite strategic games. Such elimination may reduce the size of a game considerably, f...