Quadratic distances for capacity and bicapacity a

Authors: Ivan Kojadinovic

Publish Date: 2006/07/14

Volume: 5, Issue: 2, Pages: 117-142

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Abstract

The application of multiattribute utility theory based on the Choquet integral requires the prior identification of a capacity if the utility scale is unipolar or of a bicapacity if the utility scale is bipolar In order to implement a minimum distance principle for capacity or bicapacity approximation or identification quadratic distances between capacities and bicapacities 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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