On Capacities Characterized by Two Weight Vectors
We are interested in aggregation function based on two weights vectors: the criteria weights p and the rank weights w. The main drawback of the existing proposals based on p and w (in particular the Weighted OWA (WOWA) and the Semi-Uninorm OWA (SUOWA) operators) is that their expression is rather complex and the contribution of the weights p and w in the aggregation is obscure as there is no clear interpretation of these weights. We propose a new approach to define aggregation functions based on the weights p and w. We consider the class of capacities (which subsumes the WOWA and SUOWA). We start by providing clear interpretations of these weights that are seen as constraints on the capacity. We consider thus the whole class of capacities fulfilling these constraints. A simulation shows that the WOWA and SUOWA almost never satisfy these constraints in a strict sense.
KeywordsChoquet integral Ordered Weighted Average Shapley value Intolerance index
This work has been supported by the European project FP7-SEC-2013-607697, PREDICT “PREparing the Domino effect In crisis siTuations”.
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