Fuzzy measures and integrals in MCDA
This chapter aims at a unified presentation of various methods of MCDA based onfuzzy measures (capacity) and fuzzy integrals, essentially the Choquet andSugeno integral. A first section sets the position of the problem ofmulticriteria decision making, and describes the various possible scales ofmeasurement (difference, ratio, and ordinal). Then a whole section is devotedto each case in detail: after introducing necessary concepts, the methodologyis described, and the problem of the practical identification of fuzzy measuresis given. The important concept of interaction between criteria, central inthis chapter, is explained in details. It is shown how it leads to k-additivefuzzy measures. The case of bipolar scales leads to thegeneral model based on bi-capacities, encompassing usual models based oncapacities. A general definition of interaction for bipolar scales isintroduced. The case of ordinal scales leads to the use of Sugeno integral, andits symmetrized version when one considers symmetric ordinal scales. Apractical methodology for the identification of fuzzy measures in this contextis given. Lastly, we give a short description of some practical applications.
|Date of creation:||2004|
|Date of revision:|
|Publication status:||Published, Multiple Criteria Decision Analysis, Kluwer Academic Publishers (Ed.), 2004, 563-608|
|Note:||View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00268985/en/|
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- Grabisch, Michel & Labreuche, Christophe & Vansnick, Jean-Claude, 2003. "On the extension of pseudo-Boolean functions for the aggregation of interacting criteria," European Journal of Operational Research, Elsevier, vol. 148(1), pages 28-47, July.
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Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie
9818, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
- Marc Roubens & Michel Grabisch, 1999. "An axiomatic approach to the concept of interaction among players in cooperative games," International Journal of Game Theory, Springer, vol. 28(4), pages 547-565.
- Michel Grabisch & Pedro Miranda, 2004. "p-symmetric bi-capacities," Post-Print halshs-00188173, HAL.
- 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.
- Michel Grabisch & Jacques Duchêne & Frédéric Lino & Patrice Perny, 2002. "Subjective Evaluation of Discomfort in Sitting Position," Post-Print halshs-00273179, HAL.
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