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Decision Modelling Using the Choquet Integral

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Book cover Modeling Decisions for Artificial Intelligence (MDAI 2004)

Part of the book series: Lecture Notes in Computer Science ((LNAI,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.

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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

  • Online ISBN: 978-3-540-27774-3

  • eBook Packages: Springer Book Archive

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