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Axiomatic characterizations of the Choquet integral

Author

Listed:
  • Ebbe Groes

    (Institute of Economics, University of Copenhagen, StudiestrÖde 6, DK-1455 Copenhagen K, DENMARK)

  • Hans JÛrgen Jacobsen

    (Institute of Economics, University of Copenhagen, StudiestrÖde 6, DK-1455 Copenhagen K, DENMARK)

  • Birgitte Sloth

    (Institute of Economics, University of Copenhagen, StudiestrÖde 6, DK-1455 Copenhagen K, DENMARK)

  • Torben TranÖs

    (Institute of Economics, University of Copenhagen, StudiestrÖde 6, DK-1455 Copenhagen K, DENMARK)

Abstract

The Choquet integral is an integral part of recent advances in decision theory involving non-additive measures. In this article we present two new axiomatic characterizations of this functional.

Suggested Citation

  • Ebbe Groes & Hans JÛrgen Jacobsen & Birgitte Sloth & Torben TranÖs, 1998. "Axiomatic characterizations of the Choquet integral," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(2), pages 441-448.
    • Handle: RePEc:spr:joecth:v:12:y:1998:i:2:p:441-448
    Note: Received: January 27, 1997; revised version: April 28, 1997
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    Cited by:

    1. Ekart, Aniko & Nemeth, S. Z., 2005. "Stability analysis of tree structured decision functions," European Journal of Operational Research, Elsevier, vol. 160(3), pages 676-695, February.
    2. Ehud Lehrer, 2009. "A new integral for capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 39(1), pages 157-176, April.

    More about this item

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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