An axiomatic approach of the discrete Choquet integral as a tool to aggregate interacting criteria

The most often used operator to aggregate criteria in decision making problems is the classical weighted arithmetic mean. In many problems however, the criteria considered interact, and a substitute to the weighted arithmetic mean has to be adopted. We show that, under rather natural conditions, the discrete Choquet integral is an adequate aggregation operator that extends the weighted arithmetic mean by the taking into consideration of the interaction among criteria. The axiomatic that supports the Choquet integral is presented and an intuitive approach is proposed as well.