IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-00272084.html
   My bibliography  Save this paper

The Symmetric Sugeno Integral

Author

Listed:
  • Michel Grabisch

    (SYSDEF - Systèmes d'aide à la décision et à la formation - LIP6 - Laboratoire d'Informatique de Paris 6 - UPMC - Université Pierre et Marie Curie - Paris 6 - CNRS - Centre National de la Recherche Scientifique)

Abstract

We propose an extension of the Sugeno integral for negative numbers, in the spirit of the symmetric extension of Choquet integral, also called \Sipos\ integral. Our framework is purely ordinal, since the Sugeno integral has its interest when the underlying structure is ordinal. We begin by defining negative numbers on a linearly ordered set, and we endow this new structure with a suitable algebra, very close to the ring of real numbers. In a second step, we introduce the Möbius transform on this new structure. Lastly, we define the symmetric Sugeno integral, and show its similarity with the symmetric Choquet integral.

Suggested Citation

  • Michel Grabisch, 2003. "The Symmetric Sugeno Integral," Post-Print hal-00272084, HAL.
  • Handle: RePEc:hal:journl:hal-00272084
    Note: View the original document on HAL open archive server: https://hal.science/hal-00272084
    as

    Download full text from publisher

    File URL: https://hal.science/hal-00272084/document
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Tversky, Amos & Kahneman, Daniel, 1992. "Advances in Prospect Theory: Cumulative Representation of Uncertainty," Journal of Risk and Uncertainty, Springer, vol. 5(4), pages 297-323, October.
    2. Michel Grabisch & Christophe Labreuche, 2002. "The symmetric and asymmetric Choquet integrals on finite spaces for decision making," Statistical Papers, Springer, vol. 43(1), pages 37-52, January.
    3. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
    4. 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.
    5. 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.
    6. Michel Grabisch, 2004. "The Möbius transform on symmetric ordered structures and its application to capacities on finite sets," Post-Print hal-00188158, HAL.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Michel Grabisch, 2015. "Fuzzy Measures and Integrals: Recent Developments," Post-Print hal-01302377, HAL.
    2. Michel Grabisch & Christophe Labreuche, 2016. "Fuzzy Measures and Integrals in MCDA," International Series in Operations Research & Management Science, in: Salvatore Greco & Matthias Ehrgott & José Rui Figueira (ed.), Multiple Criteria Decision Analysis, edition 2, chapter 0, pages 553-603, Springer.
    3. 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.
    4. Michel Grabisch, 2006. "Aggregation on bipolar scales," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00187155, HAL.
    5. Dieter Denneberg & Michel Grabisch, 2004. "Measure and integral with purely ordinal scales," Post-Print hal-00272078, HAL.
    6. Miguel Couceiro & Michel Grabisch, 2013. "On the poset of computation rules for nonassociative calculus," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00787750, HAL.
    7. Michel Grabisch & Bernard de Baets & Janos Fodor, 2004. "The quest for rings on bipolar scales," Post-Print hal-00271217, HAL.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    2. Yehuda Izhakian, 2012. "Ambiguity Measurement," Working Papers 12-01, New York University, Leonard N. Stern School of Business, Department of Economics.
    3. Brice Mayag & Michel Grabisch & Christophe Labreuche, 2009. "A characterization of the 2-additive Choquet integral through cardinal information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00445132, HAL.
    4. Peter Wakker, 2011. "Jaffray’s ideas on ambiguity," Theory and Decision, Springer, vol. 71(1), pages 11-22, July.
    5. Michel Grabisch & Christophe Labreuche, 2002. "The symmetric and asymmetric Choquet integrals on finite spaces for decision making," Statistical Papers, Springer, vol. 43(1), pages 37-52, January.
    6. Brice Mayag & Michel Grabisch & Christophe Labreuche, 2011. "A representation of preferences by the Choquet integral with respect to a 2-additive capacity," Theory and Decision, Springer, vol. 71(3), pages 297-324, September.
    7. Michel Grabisch & Christophe Labreuche, 2016. "Fuzzy Measures and Integrals in MCDA," International Series in Operations Research & Management Science, in: Salvatore Greco & Matthias Ehrgott & José Rui Figueira (ed.), Multiple Criteria Decision Analysis, edition 2, chapter 0, pages 553-603, Springer.
    8. Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
    9. Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008. "Preferences Representable by a Lower Expectation: Some Characterizations," Theory and Decision, Springer, vol. 64(2), pages 119-146, March.
    10. Shi, Yun & Cui, Xiangyu & Zhou, Xunyu, 2020. "Beta and Coskewness Pricing: Perspective from Probability Weighting," SocArXiv 5rqhv, Center for Open Science.
    11. Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2019. "What are axiomatizations good for?," Theory and Decision, Springer, vol. 86(3), pages 339-359, May.
    12. Lovric, M. & Kaymak, U. & Spronk, J., 2008. "A Conceptual Model of Investor Behavior," ERIM Report Series Research in Management ERS-2008-030-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    13. Kai Barron & Luis F. Gamboa & Paul Rodríguez-Lesmes, 2019. "Behavioural Response to a Sudden Health Risk: Dengue and Educational Outcomes in Colombia," Journal of Development Studies, Taylor & Francis Journals, vol. 55(4), pages 620-644, April.
    14. Simone Cerreia‐Vioglio & David Dillenberger & Pietro Ortoleva, 2015. "Cautious Expected Utility and the Certainty Effect," Econometrica, Econometric Society, vol. 83, pages 693-728, March.
    15. Massimiliano Amarante & Mario Ghossoub & Edmund Phelps, 2012. "Contracting for Innovation under Knightian Uncertainty," Cahiers de recherche 18-2012, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    16. Mohammed Abdellaoui & Olivier L’Haridon & Horst Zank, 2010. "Separating curvature and elevation: A parametric probability weighting function," Journal of Risk and Uncertainty, Springer, vol. 41(1), pages 39-65, August.
    17. Foster, Gigi & Frijters, Paul & Schaffner, Markus & Torgler, Benno, 2018. "Expectation formation in an evolving game of uncertainty: New experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 154(C), pages 379-405.
    18. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
    19. Junyi Chai & Zhiquan Weng & Wenbin Liu, 2021. "Behavioral Decision Making in Normative and Descriptive Views: A Critical Review of Literature," JRFM, MDPI, vol. 14(10), pages 1-14, October.
    20. Grabisch, Michel & Kojadinovic, Ivan & Meyer, Patrick, 2008. "A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package," European Journal of Operational Research, Elsevier, vol. 186(2), pages 766-785, April.

    More about this item

    Keywords

    ?;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-00272084. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.