Abstract
We study the minimax-regret version of the Choquet integral maximization problem. Our main result is to show that there always exist a capacity such that the robust solution is also a maximizer of the Choquet integral with respect to this capacity. However, in contrast to additive decision models (the case of several priors) it is not always a global one.
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Timonin, M. (2012). Minimax Regret Capacity Identification. In: Greco, S., Bouchon-Meunier, B., Coletti, G., Fedrizzi, M., Matarazzo, B., Yager, R.R. (eds) Advances in Computational Intelligence. IPMU 2012. Communications in Computer and Information Science, vol 300. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31724-8_21
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DOI: https://doi.org/10.1007/978-3-642-31724-8_21
Publisher Name: Springer, Berlin, Heidelberg
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