Résumé : Aujourd’hui de nombreux entrepôts sont disponibles sur le Web de données liées pour un même domaine d’intérêt. Ces entrepôts peuvent être de qualité variable ce qui rend difficile leur réutilisation. Dans cet article, nous présentons une approche permettant d’identifier la connaissance partagée par différents entrepôts en favorisant la connaissance issue de sources de qualité. L’approc...

The most often used operator to aggregate criteria in decision making problems is the classical weighted arithmetic mean. In many problems however, the criteria considered interact, and a substitute to the weighted arithmetic mean has to be adopted. We show that, under rather natural conditions, the discrete Choquet integral is an adequate aggregation operator that extends the weighted arithmet...

As the generalizations of mathematical expectations,coherent and convex risk measures, Choquet expectation and Peng’s g-expectations all have been widely used to study the question of hedging contingent claims in incomplete markets. Obviously, the different risk measures or expectations will typically yield different pricing. In this paper we investigate differences amongst these risk measures ...

Keywords: Monotone measure Atom Weak null-additivity Regularity Sugeno integral Choquet integral a b s t r a c t In this paper, we prove some properties of atoms of weakly null-additive monotone measures. By using the regularity and weak null-additivity, a sin-gleton characterization of atoms of monotone measures on a metric space is shown. It is a generalization of previous results obtained by...

Recent developments in the theory of choice under uncertainty and risk yield a pessimistic decision theory that replaces the classical expected utility criterion with a Choquet expectation that accentuates the likelihood of the least favorable outcomes. A parallel theory has recently emerged in the literature on risk assessment. It is shown that pessimistic portfolio optimization based on the C...

A Sugeno and a Choquet integrals are commonly used fuzzy integrals for aggregation. As a generalization of both integrals, the twofold integral is induced. The twofold integral enables us to interpret two measures from a different semantics viewpoint. One corresponds to the Choquet integral and the other corresponds to the Sugeno integral. Our work is about building models for the twofold integ...

In this paper, we take an axiomatic approach to characterize insurance prices in a competitive market setting. We present four axioms to describe the behavior of market insurance prices. From these axioms it follows that the price of an insurance risk has a Choquet integral representation with respect to a distorted probability (Yaari, 1987). We propose an additional axiom for reducing compound...

Most complex scheduling problems are combinatorial problems and difficult to solve. That is why, several methods focus on the optimization according to a single criterion such as makespan, workloads of machines, waiting times, etc. In this paper, the Choquet integral is introduced as a general tool for dealing with multiple criteria decision making and used in optimization flexible job-shop sch...

In this work we propose a definition of comonotonicity for elements ofB (H)sa, i.e., bounded self-adjoint operators defined over a complex Hilbert space H. We show that this notion of comonotonicity coincides with a form of commutativity. Intuitively, comonotonicity is to commutativity as monotonicity is to bounded variation. We also define a notion of Choquet expectation for elements of B (H)s...

In Song and Yan (2006), we introduced risk measures which are comonotonic subadditive or comonotonic convex, and gave their representations in terms of Choquet integrals. Independently, Heyde et al. (2006) proposed a data based risk measure in which the comonotonic subadditivity is taken as an axiom. The present paper proposes an axiomatic approach to some new risk measures and gives their repr...