Article ID: | iaor20084029 |
Country: | Netherlands |
Volume: | 172 |
Issue: | 3 |
Start Page Number: | 931 |
End Page Number: | 955 |
Publication Date: | Aug 2006 |
Journal: | European Journal of Operational Research |
Authors: | Grabisch Michel, Labreuche Christophe |
Keywords: | programming: multiple criteria |
We are interested in modeling interaction between criteria in multi-criteria decision making when underlying scales are bipolar. Interacting phenomena involving behavioral bias between attractive and repulsive values are in particular considered here. We show in an example that both the Choquet integral and the cumulative prospect theory (CPT) model fail to represent these interacting phenomena. Axioms that enable the construction of the preferences of the decision maker over each attribute, and the representation of his preferences about aggregation of criteria are introduced and justified. We show there is a unique aggregation operator that fits with these axioms. It is based on the notion of bi-capacity and generalizes both the Choquet integral and the CPT model.