Abstract
We propose an axiomatization of the Choquet integral model for the general case of a heterogeneous product set \(X = X_1 \times \ldots \times X_n\). In MCDA elements of X are interpreted as alternatives, characterized by criteria taking values from the sets \(X_i\). Previous axiomatizations of the Choquet integral have been given for particular cases \(X = Y^n\) and \(X = \mathbb {R}^n\). However, within multicriteria context such indenticalness, hence commensurateness, of criteria cannot be assumed a priori. This constitutes the major difference of this paper from the earlier axiomatizations. In particular, the notion of “comonotonicity” cannot be used in a heterogeneous structure, as there does not exist a “built-in” order between elements of sets \(X_i\) and \(X_j\). However, such an order is implied by the representation model. Our approach does not assume commensurateness of criteria. We construct the representation and study its uniqueness properties.
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Notes
- 1.
If it is empty for all z, other axioms entail the existence of an additive representation on X.
- 2.
Due to our assumption that for no \(a_i, b_i\) we have \(a_iz_{-i} \sim b_iz_{-i}\) for all \(z_{-i}\), we can’t have \(p^{x_iz_{-i}}=0\) for all \(z_{-i}\).
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Timonin, M. (2016). Conjoint Axiomatization of the Choquet Integral for Heterogeneous Product Sets. In: Carvalho, J., Lesot, MJ., Kaymak, U., Vieira, S., Bouchon-Meunier, B., Yager, R. (eds) Information Processing and Management of Uncertainty in Knowledge-Based Systems. IPMU 2016. Communications in Computer and Information Science, vol 610. Springer, Cham. https://doi.org/10.1007/978-3-319-40596-4_5
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