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Volumn 23, Issue 2, 2008, Pages 115-127

Choquet-stieltjes integral as a tool for decision modeling

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; RISK ASSESSMENT; UNCERTAINTY ANALYSIS;

EID: 38949108921     PISSN: 08848173     EISSN: 1098111X     Source Type: Journal    
DOI: 10.1002/int.20260     Document Type: Conference Paper
Times cited : (15)

References (16)
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    • Allais M. Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine. Econometrica 1953; 21:503-546.
    • (1953) Econometrica , vol.21 , pp. 503-546
    • Allais, M.1
  • 3
    • 84957363402 scopus 로고
    • Risk ambiguity and the Savage axioms
    • Ellsberg D. Risk ambiguity and the Savage axioms. QJ Econ 1961;75:643-669.
    • (1961) QJ Econ , vol.75 , pp. 643-669
    • Ellsberg, D.1
  • 4
    • 0002723339 scopus 로고
    • A Theory of anticipated utility
    • Quiggin J. A Theory of anticipated utility. J Econ Behav Organ 1982;3:323-343.
    • (1982) J Econ Behav Organ , vol.3 , pp. 323-343
    • Quiggin, J.1
  • 5
    • 84968501330 scopus 로고
    • Integral representation without additivity
    • Schmeidler D. Integral representation without additivity. Proc Am Math Soc 1986;97:253-261.
    • (1986) Proc Am Math Soc , vol.97 , pp. 253-261
    • Schmeidler, D.1
  • 6
    • 34249766478 scopus 로고
    • Modeling attitudes towards uncertainty and risk through the use of Choquet integral
    • Chateauneuf A. Modeling attitudes towards uncertainty and risk through the use of Choquet integral. Ann Oper Res 1994;52:3-20.
    • (1994) Ann Oper Res , vol.52 , pp. 3-20
    • Chateauneuf, A.1
  • 7
    • 38949191833 scopus 로고    scopus 로고
    • Narukawa Y, Murofushi T, Sugeno M. Integral representations and decision theory. In Bouchon-Meunier B, Gutierrez-Rios J, Magdalena L, Yager RR, Physica-Verlag, 2002. Technologies for constructing intelligent systems, 1: Tasks. Studies in Fuzziness Soft Computing 89. Heidelberg, Physica-Verlag, 2002;153-166.
    • Narukawa Y, Murofushi T, Sugeno M. Integral representations and decision theory. In Bouchon-Meunier B, Gutierrez-Rios J, Magdalena L, Yager RR, Physica-Verlag, 2002. Technologies for constructing intelligent systems, 1: Tasks. Studies in Fuzziness Soft Computing vol 89. Heidelberg, Physica-Verlag, 2002;153-166.
  • 10
    • 0000210201 scopus 로고
    • An interpretation of fuzzy measures and the Choquet integral as an integral with respect to a fuzzy measure
    • Murofushi T, Sugeno M. An interpretation of fuzzy measures and the Choquet integral as an integral with respect to a fuzzy measure. Fuzzy Sets Syst 1989;29:201-227.
    • (1989) Fuzzy Sets Syst , vol.29 , pp. 201-227
    • Murofushi, T.1    Sugeno, M.2
  • 12
    • 0013426138 scopus 로고
    • Quelques commentaires sur les prolongements de capacités
    • Séminaire de Probabilités 1969/1970, Strasbourg, Berlin: Springer;
    • Dellacherie C. Quelques commentaires sur les prolongements de capacités. Séminaire de Probabilités 1969/1970, Strasbourg. Lecture Notes in Mathematics vol. 191, Berlin: Springer; 1971. pp 77-81.
    • (1971) Lecture Notes in Mathematics , vol.191 , pp. 77-81
    • Dellacherie, C.1
  • 13
    • 38949095920 scopus 로고    scopus 로고
    • Narukawa Y, Murofushi T. Choquet integral representation and preference. In Proc. 9th Int Conf on Information Processing and Management of Uncertainty in Knowledge-based Systems (IPMU 2002), Annecy, France; 2002. pp 747-753.
    • Narukawa Y, Murofushi T. Choquet integral representation and preference. In Proc. 9th Int Conf on Information Processing and Management of Uncertainty in Knowledge-based Systems (IPMU 2002), Annecy, France; 2002. pp 747-753.
  • 14
    • 0001333688 scopus 로고
    • Subjective probability and expected utility without additivity
    • Schmeidler D. Subjective probability and expected utility without additivity. Econometrica 1989;57:517-587.
    • (1989) Econometrica , vol.57 , pp. 517-587
    • Schmeidler, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.