Proceedings of the Korean Institute of Intelligent Systems Conference (한국지능시스템학회:학술대회논문집)
- 2003.09a
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- Pages.555-558
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- 2003
Decisions under risk and uncertainty through the use of Choquet integral
- Narukawa, Yasuo (Toho Gakuen) ;
- Murofushi, Toshiaki (Comp. Intell. ＆ Syst. Sci., Tokyo Inst. Tech.)
- Published : 2003.09.01
Abstract
The Choquet-Stieltjes integral is defined. It is shown that the Choquet -Stieltjes integral is rep-resented by a Choquet integral. As an application of the theorem above, it is shown that Choquet expected utility model for decision under uncertainty and rank dependent utility model for decision under .risk are respectively same as their simplified version.
Keywords
- Fuzzy measure;
- Non-additive measure;
- Choquet integral;
- Decision under uncertainty;
- Decision under risk