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Decision Modelling Using the Choquet Integral

  • Yasuo Narukawa
  • Toshiaki Murofushi
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 3131)

Abstract

The usefulness of the Choquet integral for modelling decision under risk and uncertainty is shown. It is shown that some paradoxes of expected utility theory are solved using Choquet integral. It is shown that Choquet expected utility model for decision under uncertainty and rank dependent utility model for decision under risk are respectively same as their simplified version.

Keywords

Fuzzy measure Non-additive measure Choquet integral Decision under uncertainty Decision under risk 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  • Yasuo Narukawa
    • 1
  • Toshiaki Murofushi
    • 2
  1. 1.Toho GakuenNaka
  2. 2.Department of Computational Intelligence and Systems ScienceTokyo Institute of TechnologyYokohamaJapan

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