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A Discrete Choquet Integral for Ordered Systems

Author

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  • Ulrich Faigle

    (Zentrum für Angewandte Informatik [Köln] - Universität zu Köln = University of Cologne)

  • Michel Grabisch

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

Abstract

A model for a Choquet integral for arbitrary finite set systems is presented. The model includes in particular the classical model on the system of all subsets of a finite set. The general model associates canonical non-negative and positively homogeneous superadditive functionals with generalized belief functions relative to an ordered system, which are then extended to arbitrary valuations on the set system. It is shown that the general Choquet integral can be computed by a simple Monge-type algorithm for so-called intersection systems, which include as a special case weakly union-closed families. Generalizing Lovász' classical characterization, we give a characterization of the superadditivity of the Choquet integral relative to a capacity on a union-closed system in terms of an appropriate model of supermodularity of such capacities.

Suggested Citation

  • Ulrich Faigle & Michel Grabisch, 2011. "A Discrete Choquet Integral for Ordered Systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00563926, HAL.
    • Handle: RePEc:hal:cesptp:halshs-00563926
    DOI: 10.1016/j.fss.2010.10.003
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00563926
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    References listed on IDEAS

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    1. Roger B. Myerson, 1977. "Graphs and Cooperation in Games," Mathematics of Operations Research, INFORMS, vol. 2(3), pages 225-229, August.
    2. E. Algaba & J. M. Bilbao & P. Borm & J. J. López, 2001. "The Myerson value for union stable structures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 54(3), pages 359-371, December.
    3. Michel Grabisch & Christophe Labreuche, 2008. "Bipolarization of posets and natural interpolation," Post-Print hal-00274267, HAL.
    4. Michel Grabisch & Christophe Labreuche, 2010. "A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid," Annals of Operations Research, Springer, vol. 175(1), pages 247-286, March.
    5. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
    6. Chateauneuf, Alain & Jaffray, Jean-Yves, 1989. "Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion," Mathematical Social Sciences, Elsevier, vol. 17(3), pages 263-283, June.
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    Citations

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    Cited by:

    1. Michel Grabisch, 2013. "The core of games on ordered structures and graphs," Annals of Operations Research, Springer, vol. 204(1), pages 33-64, April.
    2. Michel Grabisch, 2015. "Fuzzy Measures and Integrals: Recent Developments," Post-Print hal-01302377, HAL.
    3. Mustapha Ridaoui & Michel Grabisch, 2016. "Choquet integral calculus on a continuous support and its applications," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 26(1), pages 73-93.
    4. Ulrich Faigle & Michel Grabisch & Andres Jiménez-Losada & Manuel Ordóñez, 2014. "Games on concept lattices: Shapley value and core," Documents de travail du Centre d'Economie de la Sorbonne 14070, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    5. Yaarit Even & Ehud Lehrer, 2014. "Decomposition-integral: unifying Choquet and the concave integrals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 33-58, May.
    6. Negi, Shekhar Singh & Torra, Vicenç, 2022. "Δ-Choquet integral on time scales with applications," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    7. Yasuo Narukawa & Vicenç Torra & Michio Sugeno, 2016. "Choquet integral with respect to a symmetric fuzzy measure of a function on the real line," Annals of Operations Research, Springer, vol. 244(2), pages 571-581, September.

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    More about this item

    Keywords

    Choquet integral; belief function; measurability; set systems; Monge algorithm; supermodularity;
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