A Discrete Choquet Integral for Ordered Systems

A model for a Choquet integral for arbitrary finite set systems is presented. The model includes in particular the classical model on the system of all subsets of a finite set. The general model associates canonical non-negative and positively homogeneous superadditive functionals with generalized belief functions relative to an ordered system, which are then extended to arbitrary valuations on the set system. It is shown that the general Choquet integral can be computed by a simple Monge-type algorithm for so-called intersection systems, which include as a special case weakly union-closed families. Generalizing Lov\'asz' classical characterization, we give a characterization of the superadditivity of the Choquet integral relative to a capacity on a union-closed system in terms of an appropriate model of supermodularity of such capacities

A Discrete Choquet Integral for Ordered Systems

A model for a Choquet integral for arbitrary finite set systems is presented. The model includes in particular the classical model on the system of all subsets of a finite set. The general model associates canonical non-negative and positively homogeneous superadditive functionals with generalized belief functions relative to an ordered system, which are then extended to arbitrary valuations on the set system. It is shown that the general Choquet integral can be computed by a simple Monge-type algorithm for so-called intersection systems, which include as a special case weakly union-closed families. Generalizing Lovász' classical characterization, we give a characterization of the superadditivity of the Choquet integral relative to a capacity on a union-closed system in terms of an appropriate model of supermodularity of such capacities.Choquet integral, belief function, measurability, set systems, Monge algorithm, supermodularity

Robust Integrals

In decision analysis and especially in multiple criteria decision analysis, several non additive integrals have been introduced in the last years. Among them, we remember the Choquet integral, the Shilkret integral and the Sugeno integral. In the context of multiple criteria decision analysis, these integrals are used to aggregate the evaluations of possible choice alternatives, with respect to several criteria, into a single overall evaluation. These integrals request the starting evaluations to be expressed in terms of exact-evaluations. In this paper we present the robust Choquet, Shilkret and Sugeno integrals, computed with respect to an interval capacity. These are quite natural generalizations of the Choquet, Shilkret and Sugeno integrals, useful to aggregate interval-evaluations of choice alternatives into a single overall evaluation. We show that, when the interval-evaluations collapse into exact-evaluations, our definitions of robust integrals collapse into the previous definitions. We also provide an axiomatic characterization of the robust Choquet integral.Comment: 24 page