A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package

Michel Grabisch (1) , Ivan Kojadinovic (2) , Patrick Meyer (3)

1 CES - Centre d'économie de la Sorbonne
2 LINA - Laboratoire d'Informatique de Nantes Atlantique
3 Lab-STICC_TB_CID_DECIDE

The application of multi-attribute utility theory whose aggregation process is based on the Choquet integral requires the prior identification of a capacity. The main approaches to capacity identification proposed in the literature are reviewed and their advantages and inconveniences are discussed. All the reviewed methods have been implemented within the Kappalab R package. Their application is illustrated on a detailed example.

Mots clés: Multi-criteria decision aiding; Multi-attribute utility theory; Choquet integral; Free software

Domaines: Economies et finances; Recherche opérationnelle [cs.RO]

Michel Grabisch, Ivan Kojadinovic, Patrick Meyer. A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package. European Journal of Operational Research, 2008, 186 (2), pp.766-785. ⟨10.1016/j.ejor.2007.02.025⟩. ⟨halshs-00187175⟩