Modeling attitudes toward uncertainty through the use of the Sugeno integral

The aim of the paper is to present under uncertainty, and in an ordinal framework, an axiomatic treatment of the Sugeno integral in terms of preferences which parallels some earlier derivations devoted to the Choquet integral. Some emphasis is given to the characterization of uncertainty aversion.

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Year of publication:	2008-12
Authors:	Chateauneuf, Alain ; Grabisch, Michel ; Rico, Agnès
Institutions:	HAL
Subject:	Sugeno integral \| uncertainty aversion \| preference relations \| ordinal information

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00327700 Published, Journal of Mathematical Economics, 2008, 44, 11, 1084-1099
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010738591