Article (Scientific journals)
Entropy of bi-capacities
Kojadinovic, Ivan; Marichal, Jean-Luc
2007In European Journal of Operational Research, 178 (1), p. 168-184
Peer reviewed
 

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Keywords :
multicriteria decision making; bi-capacity; Choquet integral; entropy
Abstract :
[en] In the context of multicriteria decision making whose aggregation process is based on the Choquet integral, bi-capacities can be regarded as a natural extension of capacities when the underlying evaluation scale is bipolar. The notion of entropy, recently generalized to capacities to measure their uniformity, is now extended to bi-capacities. We show that the resulting entropy measure has a very natural interpretation in terms of the Choquet integral and satisfies many natural properties that one would expect from an entropy measure.
Disciplines :
Quantitative methods in economics & management
Mathematics
Identifiers :
UNILU:UL-ARTICLE-2010-395
Author, co-author :
Kojadinovic, Ivan;  École Polytechnique de l’Université de Nantes, Nantes, France > LINA CNRS FRE 2729
Marichal, Jean-Luc ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Applied Mathematics Unit (SMA)
Language :
English
Title :
Entropy of bi-capacities
Publication date :
01 April 2007
Journal title :
European Journal of Operational Research
ISSN :
0377-2217
Publisher :
Elsevier Science, Amsterdam, Netherlands
Volume :
178
Issue :
1
Pages :
168-184
Peer reviewed :
Peer reviewed
Name of the research project :
Recherches méthodologiques et mathématiques en aide à la décision et à la classification > 01/01/2005 – 12/12/2007 > BISDORFF Raymond
Funders :
University of Luxembourg - UL
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