Robust optimization of the Choquet integral . Fuzzy Sets and Systems Volume 213, 16 February 2013, Pages 27-46

14 сентября 2018
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Вид публикации Статья
Контактные данные автора публикации Timonin, M. National Nuclear Research University MEPhI
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Аннотация

We study the problem of the Choquet integral maximization for the case when preferences of the decision maker do not define a unique capacity but rather some convex set. We introduce a robust version of the problem based on the minimax-regret criterion and construct a global optimization algorithm. It is shown that the decision rule based on regret minimization over a set of capacities is equivalent to maximization of the Choquet integral with respect to a certain capacity belonging to this set. We compare our method to various capacity identification approaches developed in the literature and provide a semantic interpretation in terms of information value. © 2012 Elsevier B.V.



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Author keywords

Capacity identification; Choquet integral; Multicriteria decision making; Robust optimization



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Indexed keywords

Choquet integral; Convex set; Decision makers; Decision rules; Global optimization algorithm; Identification approach; Information value; Multi criteria decision making; Problem-based; Regret minimization; Robust optimization; Semantic interpretation
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