Choquet-Stieltjes integral as a tool for decision modeling

被引：15

作者：

Narukawa, Yasuo ^{[1
]}

Murofushi, Toshiaki ^{[2
]}

机构：

[1] Toho Gakuen, Tokyo 1860004, Japan

[2] Tokyo Inst Technol, Dept Computat Intelligence & Syst Sci, Midori Ku, Yokohama, Kanagawa 2268502, Japan

来源：

INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS | 2008年 / 23卷 / 02期

关键词：

D O I：

10.1002/int.20260

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The usefulness of the Choquet integral for modeling decision under risk and uncertainty is shown. It is shown that some paradoxes of expected utility theory are solved using the Choquet integral. Necessary and sufficient conditions for the Choquet expected utility model for decision under uncertainty (or rank dependent utility model for decision under risk) being the same as its simplified versions are presented. (c) 2008 Wiley Periodicals, Inc.

引用

页码：115 / 127

页数：13

共 16 条

[1]

Acz~el J., 1996, LECT FUNCTIONAL EQUA

[2] BEHAVIOR OF THE RATIONAL MAN BEFORE RISK - CRITICISM OF AMERICAN SCHOOL POSTULATES AND AXIOMS [J].