Showing 1 - 10 of 11
We present an axiomatization of the entropy of capacities defined on set systems which are not necessarily the whole power set, but satisfy a condition of regularity. This entropy encompasses the definition of Marichal and Roubens for the entropy of capacities. Its axiomatization is in the...
Persistent link: https://www.econbiz.de/10010750597
We provide a survey of recent developments about capacities (or fuzzy measures) and ccoperative games in characteristic form, when they are defined on more general structures than the usual power set of the universal set, namely lattices. In a first part, we give various possible interpretations...
Persistent link: https://www.econbiz.de/10010750699
The main advances regarding the use of the Choquet and Sugeno integrals in multi-criteria decision aid over the last decade are reviewed. They concern mainly a bipolar extension of both the Choquet integral and the Sugeno integral, interesting particular submodels, new learning techniques, a...
Persistent link: https://www.econbiz.de/10010750818
In this paper we deal with the set of $k$-additive belieffunctions dominating a given capacity. We follow the … initial capacity is a belief function, we find a subfamily of the set of dominating $k$-additive belief functions from which …
Persistent link: https://www.econbiz.de/10010750953
This paper extends Kreps and Scheinkman's 1983 result, which shows that a production capacity choice stage followed by … price competition yields the same outcome as a Cournot game, to a setting where capacity costs are asymmetric. …
Persistent link: https://www.econbiz.de/10010898800
The aim of this paper is two-fold : first, to emphasize that the seminal result of Dow and Werlang [7] remains valid under weaker conditions, and this even if non-positive prices are considered, or equally that the no-trade interval result is robust when considering assets which can yield...
Persistent link: https://www.econbiz.de/10010738516
The aim of this paper is two-fold : first, to emphasize that the seminal result of Dow and Werlang [9] remains valid under weaker conditions and this even if non-positive prices are considered, or equally that the no-trade interval result is robust when considering assets which can yield...
Persistent link: https://www.econbiz.de/10010738621
The main advances regarding the use of the Choquet and Sugeno integrals in multi-criteria decision aid over the last decade are reviewed. They concern mainly a bipolar extension of both the Choquet integral and the Sugeno integral, interesting particular submodels, new learning techniques, a...
Persistent link: https://www.econbiz.de/10010603640
We consider a decision maker facing uncertainty which behaves as a subjective expected utility maximizer. The value of information is traditionnaly captured as a greater expected utility the decision maker can achieve by selecting a best strategy as information arrives. We deal with the limit...
Persistent link: https://www.econbiz.de/10008793581
premium is provided showing the contribution of demand and capacity to the futures prices. We show that when far from delivery …
Persistent link: https://www.econbiz.de/10008793959