IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v269y2018i1d10.1007_s10479-017-2471-x.html
   My bibliography  Save this article

Extremal symmetrization of aggregation functions

Author

Listed:
  • Radko Mesiar

    (Slovak University of Technology
    Palacký University Olomouc)

  • Andrea Stupňanová

    (Slovak University of Technology)

  • Ronald R. Yager

    (Slovak University of Technology
    Iona College)

Abstract

For aggregating observed unordered n values, based on an n-ary aggregation function A, two extremal symmetric aggregation functions $$A^*$$ A ∗ and $$A_*$$ A ∗ are introduced and discussed. In the case of weighted arithmetic means, the representation of $$A^*$$ A ∗ and $$A_*$$ A ∗ as particular $${{\mathrm{OWA}}}$$ OWA operators is shown. Considering weighted aggregation function $${{{A}}_{{\mathbf w} }}$$ A w with unordered weights and input values to be aggregated, another two symmetric aggregation functions $$({{{A}}_{{\mathbf w} }})^\Diamond $$ ( A w ) ◊ and $$({{{A}}_{{\mathbf w} }})_\Diamond $$ ( A w ) ◊ are introduced and discussed. A relation between our approach and the Hungarian algorithm known from the linear optimization domain is also shown.

Suggested Citation

  • Radko Mesiar & Andrea Stupňanová & Ronald R. Yager, 2018. "Extremal symmetrization of aggregation functions," Annals of Operations Research, Springer, vol. 269(1), pages 535-548, October.
  • Handle: RePEc:spr:annopr:v:269:y:2018:i:1:d:10.1007_s10479-017-2471-x
    DOI: 10.1007/s10479-017-2471-x
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10479-017-2471-x
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10479-017-2471-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Montes, Ignacio & Miranda, Enrique & Montes, Susana, 2014. "Decision making with imprecise probabilities and utilities by means of statistical preference and stochastic dominance," European Journal of Operational Research, Elsevier, vol. 234(1), pages 209-220.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dombi, József & Jónás, Tamás, 2022. "Weighted aggregation systems and an expectation level-based weighting and scoring procedure," European Journal of Operational Research, Elsevier, vol. 299(2), pages 580-588.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jiang, Yanping & Liang, Xia & Liang, Haiming & Yang, Ningman, 2018. "Multiple criteria decision making with interval stochastic variables: A method based on interval stochastic dominance," European Journal of Operational Research, Elsevier, vol. 271(2), pages 632-643.
    2. Levy, Moshe, 2022. "An inter-temporal CAPM based on First order Stochastic Dominance," European Journal of Operational Research, Elsevier, vol. 298(2), pages 734-739.
    3. Montes, Ignacio & Rademaker, Michael & Pérez-Fernández, Raúl & De Baets, Bernard, 2020. "A correspondence between voting procedures and stochastic orderings," European Journal of Operational Research, Elsevier, vol. 285(3), pages 977-987.
    4. Kokol Bukovšek, Damjana & Košir, Tomaž & Mojškerc, Blaž & Omladič, Matjaž, 2022. "Extreme generators of shock induced copulas," Applied Mathematics and Computation, Elsevier, vol. 429(C).
    5. Ignacio Montes & Enrique Miranda & Susana Montes, 2017. "Imprecise stochastic orders and fuzzy rankings," Fuzzy Optimization and Decision Making, Springer, vol. 16(3), pages 297-327, September.
    6. Levy, Moshe, 2019. "Stocks for the log-run and constant relative risk aversion preferences," European Journal of Operational Research, Elsevier, vol. 277(3), pages 1163-1168.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:269:y:2018:i:1:d:10.1007_s10479-017-2471-x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.