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.
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Narukawa, Y., Murofushi, T. (2004). Decision Modelling Using the Choquet Integral. In: Torra, V., Narukawa, Y. (eds) Modeling Decisions for Artificial Intelligence. MDAI 2004. Lecture Notes in Computer Science(), vol 3131. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-27774-3_18
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DOI: https://doi.org/10.1007/978-3-540-27774-3_18
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-22555-3
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