Robust optimization of the Choquet integral . Fuzzy Sets and Systems Volume 213, 16 February 2013, Pages 27-46
14 сентября 2018
202
Предметная область | — |
Выходные данные | — |
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Вид публикации | Статья |
Контактные данные автора публикации | Timonin, M. National Nuclear Research University MEPhI |
Ссылка на публикацию в интернете | www.scopus.com/record/display.url?origin=recordpage&eid=2-s2.0-84871615107&citeCnt=3&noHighlight=false&sort=plf-f&src=s&st1=MEPhI&nlo=&nlr=&nls=&sid=F0743CC1BB1CEC168410A18CB87C48A7.Vdktg6RVtMfaQJ4pNTCQ:6500&sot=b&sdt=b&sl=31&s=AFFIL(MEPhI) AND PU |
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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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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