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Interaction indices for multichoice games

Author

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  • Mustapha Ridaoui

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique)

  • Michel Grabisch

    (CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique, PSE - Paris School of Economics - UP1 - Université Paris 1 Panthéon-Sorbonne - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École des Ponts ParisTech - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

  • Christophe Labreuche

    (Thales Research and Technology [Palaiseau] - THALES [France])

Abstract

Models in Multicriteria Decision Analysis (MCDA) can be analyzed by means of an importance index and an interaction index for every group of criteria. We consider first discrete models in MCDA, without further restriction, which amounts to considering multichoice games, that is, cooperative games with several levels of participation. We propose and axiomatize two interaction indices for multichoice games: the signed interaction index and the absolute interaction index. In a second part, we consider the continuous case, supposing that the continuous model is obtained from a discrete one by means of the Choquet integral. We show that, as in the case of classical games, the interaction index defined for continuous aggre-gation functions coincides with the (signed) interaction index, up to a normalizing coefficient.

Suggested Citation

  • Mustapha Ridaoui & Michel Grabisch & Christophe Labreuche, 2020. "Interaction indices for multichoice games," PSE-Ecole d'économie de Paris (Postprint) halshs-02380901, HAL.
    • Handle: RePEc:hal:pseptp:halshs-02380901
    DOI: 10.1016/j.fss.2019.04.008
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-02380901
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    References listed on IDEAS

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    1. Michel Grabisch & Christophe Labreuche, 2010. "A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid," Annals of Operations Research, Springer, vol. 175(1), pages 247-286, March.
    2. Marc Roubens & Michel Grabisch, 1999. "An axiomatic approach to the concept of interaction among players in cooperative games," International Journal of Game Theory, Springer;Game Theory Society, vol. 28(4), pages 547-565.
    3. Hsiao Chih-Ru & Raghavan T. E. S., 1993. "Shapley Value for Multichoice Cooperative Games, I," Games and Economic Behavior, Elsevier, vol. 5(2), pages 240-256, April.
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    Cited by:

    1. Christophe Labreuche & Michel Grabisch, 2006. "Axiomatisation of the Shapley value and power index for bi-cooperative games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00113340, HAL.
    2. Michel Grabisch & Christophe Labreuche, 2016. "Fuzzy Measures and Integrals in MCDA," International Series in Operations Research & Management Science, in: Salvatore Greco & Matthias Ehrgott & José Rui Figueira (ed.), Multiple Criteria Decision Analysis, edition 2, chapter 0, pages 553-603, Springer.

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    More about this item

    Keywords

    Choquet inte- gral; multicriteria decision analysis; interaction; multichoice game;
    All these keywords.

    JEL classification:

    • C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games

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