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Axiomatic structure of k-additive capacities
Miranda, Pedro; Grabisch, Michel; Gil, Pedro - HAL - 2005
$-additive capacities range from probability measures ($k=1$) to general capacities ($k=n$). The axiomatization is done in several steps …, starting from symmetric 2-additive capacities, a case related to the Gini index, and finishing with general $k …$-additive capacities. We put an emphasis on 2-additive capacities. Our axiomatization is done in the framework of social welfare, and …
Persistent link: https://www.econbiz.de/10010750415
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Generalized Choquet-like aggregation functions for handling bipolar scales
Labreuche, Christophe; Grabisch, Michel - HAL - 2006
We are interested in modeling interaction between criteria in Multi-Criteria Decision Making when underlying scales are bipolar. Interacting phenomena involving behavioral bias between attractive and repulsive values are in particular considered here. We show in an example that both the Choquet...
Persistent link: https://www.econbiz.de/10010750754
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Dynamically consistent CEU preferences
Lapied, André; Toquebeuf, Pascal - HAL - 2011
We give an axiomatic foundation to the updating rule proposed by [Sarin, R. and Wakker, P. P. (1998). Revealed likelihood and knightian uncertainty. Journal of Risk and Uncertainty 16(3):223-250.] for CEU preferences. This rule is dynamically consistent but non-consequentialist, since forgone...
Persistent link: https://www.econbiz.de/10010899878
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An algorithm for finding the vertices of the k-additive monotone core
Miranda, Pedro; Grabisch, Michel - HAL - 2012
Given a capacity, the set of dominating k-additive capacities is a convex polytope called the k-additive monotone core …
Persistent link: https://www.econbiz.de/10011025770
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k-balanced games and capacities
Miranda, Pedro; Grabisch, Michel - HAL - 2010
any game is either balanced or 2-balanced. Finally, we treat the special case of capacities. …
Persistent link: https://www.econbiz.de/10010738663
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K-balanced games and capacities
Miranda, Pedro; Grabisch, Michel - HAL - 2008
either balanced or 2-balanced. Finally, we treat the special case of capacities. …
Persistent link: https://www.econbiz.de/10010738683
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A note on "Re-examining the law of iterated expectations for Choquet decision makers"
Lapied, André; Toquebeuf, Pascal - HAL - 2011
This note completes the main result of [Zimper A., (2010) Re-examining the law of iterated expectations for Choquet decision makers. Theory and decision, DOI 10.1007/s11238-010-9221-8], by showing that additional conditions are needed in order the law of iterated expectations to hold true for...
Persistent link: https://www.econbiz.de/10010821199