Interval-Based Multicriteria Decision Making

The aim of this paper is to show how non-additive measures and intervals can be combined in order to provide a simple and accurate approach to multi-criteria decision making problems. We construct an interval-based Choquet integral in order to derive preferences over a set of multidimensional alternatives. Preferences are no longer real number comparisons, but interval comparisons, which is not straightforward to interpret. In this paper, we propose strategies of choice, and explain how we can integrate additional information – such as probabilities – to intervals, so as to ease the choice.