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Utilité à la Choquet dépendante de l'état de la nature

Abstract : This article, which is part of the general framework of mathematics applied to economics, is a decision-making model in total ignorance. Such an environment is characterized by the absence of a law of distribution of the states of nature allowing having good forecasts or anticipations. Based primarily on the integral of Choquet, this model allows aggregating the different states of nature in order to make a better decision. This integral of Choquet imposes itself with respect to the complexity of the environment and also by its relevance of aggregation of the interactive or conflicting criteria. The present model is a combination of the Schmeidler model and the Brice Mayag algorithm for the determination of Choquet 2-additive capacity. It fits into the framework of subjective models and provides an appropriate response to the Ellsberg paradox.
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https://hal.archives-ouvertes.fr/hal-02344256
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Submitted on : Tuesday, November 30, 2021 - 4:30:48 PM
Last modification on : Saturday, December 18, 2021 - 3:19:30 AM

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Issouf Abdou, Philibert Andriamanantena, Mamy Raoul Ravelomanana, Rivo Rakotozafy. Utilité à la Choquet dépendante de l'état de la nature. Revue Africaine de la Recherche en Informatique et Mathématiques Appliquées, INRIA, 2021, Volume 32 - 2019 - 2021, Volume 32 - 2019 - 2021, ⟨10.46298/arima.5898⟩. ⟨hal-02344256v3⟩

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