An Axiomatization of the Choquet Integral and Its Utility Functions without Any Commensurability Assumption
We propose an axiomatization of global utility functions that can be factorized as a composition of a Choquet integral with local utility functions, without assuming any commensurability condition. This was an open problem in the literature. The main axiom, called Commensurability Through Interaction (CTI), allows to construct commensurate sequences and by consequence, the utility functions, thanks to the presence of interaction between criteria.
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