Modeling attitudes toward uncertainty through the use of the Sugeno integral
AbstractThe aim of the paper is to present under uncertainty, and in an ordinal framework, an axiomatic treatment of the Sugeno integral in terms of preferences which parallels some earlier derivations devoted to the Choquet integral. Some emphasis is given to the characterization of uncertainty aversion.
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Bibliographic InfoPaper provided by HAL in its series Post-Print with number halshs-00327700.
Date of creation: Dec 2008
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Publication status: Published, Journal of Mathematical Economics, 2008, 44, 11, 1084-1099
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Sugeno integral; uncertainty aversion; preference relations; ordinal information;
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- Michel Grabisch & Jacques Duchêne & Frédéric Lino & Patrice Perny, 2002. "Subjective Evaluation of Discomfort in Sitting Positions," Post-Print halshs-00273179, HAL.
- Dieter Denneberg & Michel Grabisch, 2004. "Measure and integral with purely ordinal scales," Post-Print hal-00272078, HAL.
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"Subjective Probability and Expected Utility without Additivity,"
Levine's Working Paper Archive
7662, David K. Levine.
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- Dubois, Didier & Prade, Henri & Sabbadin, Regis, 2001. "Decision-theoretic foundations of qualitative possibility theory," European Journal of Operational Research, Elsevier, vol. 128(3), pages 459-478, February.
- Daniel Ellsberg, 2000. "Risk, Ambiguity and the Savage Axioms," Levine's Working Paper Archive 7605, David K. Levine.
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