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A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package

  • Michel Grabisch

    ()

    (CES - Centre d'économie de la Sorbonne - CNRS : UMR8174 - Université Paris I - Panthéon-Sorbonne)

  • Ivan Kojadinovic

    (LINA - Laboratoire d'Informatique de Nantes Atlantique - CNRS : FRE2729 - Université de Nantes - École Nationale Supérieure des Mines - Nantes)

  • Patrick MEYER

    ()

    (Applied Mathematic Unit - Université du Luxembourg)

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 methods have 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.

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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
Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00187175
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  1. Alexandros Karatzoglou & Alexandros Smola & Kurt Hornik & Achim Zeileis, . "kernlab - An S4 Package for Kernel Methods in R," Journal of Statistical Software, American Statistical Association, vol. 11(i09).
  2. 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.
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