Article ID: | iaor20084636 |
Country: | Netherlands |
Volume: | 178 |
Issue: | 1 |
Start Page Number: | 168 |
End Page Number: | 184 |
Publication Date: | Apr 2007 |
Journal: | European Journal of Operational Research |
Authors: | Marichal Jean-Luc, Kojadinovic Ivan |
Keywords: | entropy |
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.