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The Value of External Synergy With Fuzzy Variables

SABOLOVIC, Mojmir - In: Annals - Economy Series 3 (2010) November, pp. 31-38

The purpose of this paper is interconnection of concept of internal synergy value of business (Sabolovic 2009; Hand – Lev 2004; Ohlson 1995) in terms of fuzzy measure (Casta et. al. 1998, 2003, 2005; Cummis – Derrig 1997; Kosko 1993; Sugeno 1977; Zadeh 1965) to value of external synergy (Damodaran 2006). The...

Persistent link: https://www.econbiz.de/10008773544

Stochastic orderings with respect to a capacity and an application to a financial optimization problem

Grigorova, Miryana - HAL - 2011

called a capacity. We give different characterizations of this relation establishing a link to the notions of distribution … function and quantile function with respect to the given capacity. The Choquet integral is extensively used as a tool. We state … from below concave (resp. convex) capacity. We apply our results to a financial optimization problem whose constraints are …

Persistent link: https://www.econbiz.de/10009246902

CHOQUET EXTENSION OF COOPERATIVE GAMES

TAN, CHUNQIAO; JIANG, ZHONG-ZHONG; CHEN, XIAOHONG - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 04, pp. 1350005-1

A multilinear extension of the n-person cooperative game was introduced by Owen in 1972, and a new extension method is proposed in this paper. For n-person cooperative games, any coalition can equivalently be represented by its characteristic vectors. By means of the Choquet integral, a new...

Persistent link: https://www.econbiz.de/10010685324

Bipolar and bivariate models in multi-criteria decision analysis: descriptive and constructive approaches

Grabisch, Michel; Greco, Salvatore; Pirlot, Marc - HAL - 2008

Multi-criteria decision analysis studies decision problems in which the alternatives are evaluated on several dimensions or viewpoints. In the problems we consider in this paper, the scales used for assessing the alternatives with respect to a viewpoint are bipolar and univariate or unipolar and...

Persistent link: https://www.econbiz.de/10010738479

The internally generated goodwill as an aggregation of interacting asset

Casta, Jean-François; Paugam, Luc; Stolowy, Hervé - Université Paris-Dauphine (Paris IX) - 2011

Persistent link: https://www.econbiz.de/10010861546

“Indicators for the characterization of discrete Choquet integrals”

Belles-Sampera, Jaume; Guillén, Montserrat; Merigó, … - Facultat d'Economia i Empresa, Universitat de Barcelona - 2013

Ordered weighted averaging (OWA) operators and their extensions are powerful tools used in numerous decision-making problems. This class of operator belongs to a more general family of aggregation operators, understood as discrete Choquet integrals. Aggregation operators are usually...

Persistent link: https://www.econbiz.de/10010661465

Cardinal extensions of EU model based on the Choquet integral

Chateauneuf, Alain; Cohen, Michèle - HAL - 2008

This chapter of a collective book aims at presenting cardinal extensions of the EU model, based on the Choquet integral, which allow to take into account observed behaviors as in Allais' paradox under risk or Ellsberg's paradox under uncertainty, where the expected utility model is violated....

Persistent link: https://www.econbiz.de/10010738555

An empirical study of statistical properties of Choquet and Sugeno integrals

Grabisch, Michel; Raufaste, Eric - HAL - 2008

This paper investigates the statistical properties of the Choquet and Sugeno integrals, used as multiattribute models. The investigation is done on an empirical basis, and focuses on two topics: the distribution of the output of these integrals when the input is corrupted with noise, and the...

Persistent link: https://www.econbiz.de/10010738659

Choquet integral for criteria aggregation in the flexible job-shop scheduling problems

Saad, Ihsen; Hammadi, Slim; Benrejeb, Mohamed; Borne, Pierre - In: Mathematics and Computers in Simulation (MATCOM) 76 (2008) 5, pp. 447-462

Most complex scheduling problems are combinatorial problems and difficult to solve. That is why, several methods focus on the optimization according to a single criterion such as makespan, workloads of machines, waiting times, etc. In this paper, the Choquet integral is introduced as a general...

Persistent link: https://www.econbiz.de/10010749788

Measuring Inequalities without Linearity in Envy Through Choquet Integral with Symmetric Capacities

Gajdos, Thibault - HAL - 2002

The (generalized) Gini indices rely on the social welfare function of a decision maker who behaves in accordance with Yaari's model, with a function f that transforms frequencies. This SWF can also be represented as the weighted sum of the welfare of all the possible coalitions in the society,...

Persistent link: https://www.econbiz.de/10010750534