期刊
FUZZY SETS AND SYSTEMS
卷 213, 期 -, 页码 27-46出版社
ELSEVIER
DOI: 10.1016/j.fss.2012.04.014
关键词
Multicriteria decision making; Choquet integral; Capacity identification; Robust optimization
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. (C) 2012 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据