We propose to extend the aggregation scheme of Saaty’s AHP, from the standard weighted averaging to the more general Choquet integration. In our model, a measure of inconsistency between criteria is derived from the main pairwise comparison matrix and it is used to construct a non-additive capacity, whose associated Choquet integral reduces to the standard weighted mean in the consistency case....

In [3] we introduced a “monotone-type” (that is, Choquet-type) integral for realvalued functions, with respect to finitely additive positive set functions, with values in a Dedekind complete Riesz space. A “Lebesgue-type” integral for such kind of functions was investigated in [7]. In [4] we gave some comparison results for these types of integrals. In [10], a Choquet-type integral for real-val...

In this paper, we introduce a kernel for monotone data derived from the Choquet integral with its underlying fuzzy measure. While a naïve computation of this kernel has a complexity that is exponential in the number of data attributes, we propose a more efficient approach with quadratic time complexity. Kernel PCA and SVM classification are employed to illustrate characteristics and benefits of...

The Shilkret integral is maxitive (i.e., the integral of a pointwise supremum of functions is the supremum of their integrals), but defined only for nonnegative functions. In the present paper, some properties of this integral (such as subadditivity and a law of iterated expectations) are studied, in comparison with the additive and Choquet integrals. Furthermore, the definition of a maxitive i...

This paper characterizes the core of a differentiable convex distortion of a probability measure on a non atomic space by identifying it with the set of densities which dominate the derivative of the distortion, for second order stochastic dominance. Furthermore the densities that have the same distribution as the derivative of the distortion are the extreme points of the core. These results ar...