Quadratic distances for capacity and bi-capacity approximation and identification |
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Authors: | Ivan Kojadinovic |
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Affiliation: | (1) LINA CNRS FRE 2729, Site école polytechnique de l’université de Nantes, Rue Christian Pauc, 44306 Nantes, France |
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Abstract: | The application of multi-attribute utility theory based on the Choquet integral requires the prior identification of a capacity
if the utility scale is unipolar, or of a bi-capacity if the utility scale is bipolar. In order to implement a minimum distance
principle for capacity or bi-capacity approximation or identification, quadratic distances between capacities and bi-capacities
are studied. The proposed approach, consisting in solving a strictly convex quadratic program, has been implemented within
the GNU R kappalab package for capacity and nonadditive integral manipulation. Its application is illustrated on two examples.
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Keywords: | Multi-attribute utility theory Choquet integral Capacity Bi-capacity Quadratic programming |
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