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A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: applications of the Kappalab R package. (English) Zbl 1138.90407

Summary: 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.

MSC:

90B50 Management decision making, including multiple objectives
91B16 Utility theory

Keywords:

free software
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References:

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