Minimum variance capacity identification |
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Authors: | Ivan Kojadinovic |
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Institution: | LINA CNRS FRE 2729, Site école polytechnique de l’université de Nantes, Rue Christian Pauc, BP 50609 Cedex 3, 44306 Nantes, France |
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Abstract: | In the framework of multi-criteria decision making whose aggregation process is based on the Choquet integral, we present a maximum entropy like method enabling to determine, if it exists, the “least specific” capacity compatible with the initial preferences of the decision maker. The proposed approach consists in solving a strictly convex quadratic program whose objective function is equivalently either the opposite of a generalized entropy measure or the variance of the capacity. The application of the proposed approach is illustrated on two examples. |
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Keywords: | Multi-criteria decision making Interacting criteria Choquet integral |
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