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Axiomatic Characterizations of the Choquet Integral

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Author Info
Ebbe Groes (Institute of Economics, University of Copenhagen)
Hans Jørgen Jacobsen (Institute of Economics, University of Copenhagen)
Birgitte Sloth (Institute of Economics, University of Copenhagen)
Torben Tranæs (Institute of Economics, University of Copenhagen)

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Abstract

The Choquet integral is an integral part of recent advances in decision theory involving non-additive measures. In this article we present two new axiomatic characterizations of this functional.

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Publisher Info
Paper provided by University of Copenhagen. Department of Economics in its series Discussion Papers with number 96-19.

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Length: 10 pages
Date of creation: Dec 1996
Date of revision:
Publication status: Published in: Economic Theory, 1998, 12(2) pp 441-48
Handle: RePEc:kud:kuiedp:9619

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Related research
Keywords: Choquet integral; capacities;

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Find related papers by JEL classification:
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

Cited by:
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  1. Ehud Lehrer, 2005. "A new integral for capacities," Game Theory and Information 0504004, EconWPA. [Downloadable!]
  2. Ehud Lehrer, 2009. "A new integral for capacities," Economic Theory, Springer, vol. 39(1), pages 157-176, April. [Downloadable!] (restricted)
Statistics
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This page was last updated on 2009-12-12.


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