A review of methods for capacity identification inChoquet integral based multi-attribute utility theoryApplications of the Kappalab R package

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A review of methods for capacity identification inChoquet integral based multi-attribute utility theoryApplications of the Kappalab R package

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Michel Grabisch () (CES - Centre d'économie de la Sorbonne - CNRS : UMR8174 - Université Panthéon-Sorbonne - Paris I)
Ivan Kojadinovic (LINA - Laboratoire d'Informatique de Nantes Atlantique - CNRS : FRE2729 - Université de Nantes - Ecole des Mines de Nantes)
Patrick Meyer (Applied Mathematic Unit - Université du Luxembourg)

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Michel Grabisch

Abstract

The application of multi-attribute utility theory whose aggregation process is based on the Choquet integral requires the prior identification of a capacity. The main approaches to capacity identification proposed in the literature are reviewed and their advantages and inconveniences are discussed. All the reviewed methodshave been implemented within the Kappalab R package. Their application is illustrated on a detailed example.

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Paper provided by HAL in its series Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) with number halshs-00187175_v1.

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Date of creation: Apr 2008
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Publication status: Published, European Journal of Operational Research, 2008, 186, 2, 766-785
Handle: RePEc:hal:cesptp:halshs-00187175_v1

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Article
- Grabisch, Michel & Kojadinovic, Ivan & Meyer, Patrick, 2008. "A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package," European Journal of Operational Research, Elsevier, vol. 186(2), pages 766-785, April. [Downloadable!] (restricted)

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Marichal, Jean-Luc & Roubens, Marc, 2000. "Determination of weights of interacting criteria from a reference set," European Journal of Operational Research, Elsevier, vol. 124(3), pages 641-650, August. [Downloadable!] (restricted)

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