The integral inequalities known for the Lebesgue integral are discussed in the framework of the Choquet integral. While the Jensen inequality was known to be valid for the Choquet integral without any additional constraints, this is not more true for the Cauchy, Minkowski, Hölder and other inequalities. For a fixed monotone measure, constraints on the involved functions sufficient to guarantee ...

This paper is devoted to the search of Choquet-optimal solutions in finite graph problems with multiple objectives. The Choquet integral is one of the most sophisticated preference models used in decision theory for aggregating preferences on multiple objectives. We first present a condition on preferences (name hereafter preference for interior points) that characterizes preferences favouring ...

It is well known that the main tool for finding dependencies among data is the linear regression model, which expresses one or several variables in term of a linear combination of the others. Linear regression is based on the least square principle, and has been studied at length, its statistical performance are well known. In real situations however, the linear assumption happens to be often r...

Inspired by the interactive discrete choice logit models [Aggarwal, 2019], this paper presents the advanced families of discrete choice models, such as nested logit, mixed logit, and probit models to consider the interaction among the attributes. Besides the DM's attitudinal character is also taken into consideration in the computation of choice probabilities. The proposed choice models make us...

Let (Ω, d) be a metric space where Ω is a set with positive and finite Hausdorff outer measure in its Hausdorff dimension and let B be a partition of Ω. The coherent upper conditional prevision defined as the Choquet integral with respect to its associated Hausdorff outer measure is proven to satisfy the disintegration property and the conglomerative principle on every partition.

In this paper, we propose a sufficient condition for a solution to be optimal for a 2-additive Choquet integral in the context of multiobjective combinatorial optimization problems. A 2-additive Choquet optimal solution is a solution that optimizes at least one set of parameters of the 2-additive Choquet integral. We also present a method to generate 2-additive Choquet optimal solutions of mult...

Jang, Kim and Kwon introduced a multi-valued Choquet integral for multifunctions with respect to real fuzzy measures and Zhang, Guo and Liu established for this kind of integral some convergence theorems. The aim of this paper is to present another type of set-valued Choquet integral, called by us the Aumann-Choquet integral, for non-negative measurable functions with respect to multisubmeasure...

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.

Résumé : L’utilisation de l’intégrale de Choquet en Aide Multicritère à la Décision (AMCD) nécessite l’identification de la capacité qui lui est associée. Nous proposons ici un algorithme de détermination d’une capacité pour l’intégrale de Choquet 2-additive à partir d’une information ordinale fournie par le décideur. Mots-clés : AMCD, intégrale de Choquet, capacité 2-additive. Abstract: The us...