Towards a New Multicriteria Decision Support Method Using Fuzzy Measures and the Choquet Integral

In literature, there is a large panoply of multicriteria analysis methods (MCAM), each one is characterized by the nature of its input data, the way to edit its outputs and the operations used to perform calculations especially the performances aggregation. Aggregation is the operation consisting in grouping several quantities in a unique value in order to facilitate the manipulation and the interpretation of the original values. MCAM are classified according to the type of aggregation that they perform, so we can distinguish total, partial and local aggregation. Each MCAM has advantages and suffers from some limits. In this paper, the authors proposed a new multicriteria analysis method (AMFI) dedicated to solve ranking decision support problems. AMFI is based on the use of fuzzy measures and Choquet integral to represent interactions between criteria and improve the coherence of the results. The authors proceeded to a series of experimentations allowing highlighting theoretical elements of the proposed method and they performed sensitivity analysis to test its robustness.