Monotone decomposition of 2-additive generalized additive independence models

DOI10.1016/J.MATHSOCSCI.2017.09.007MaRDI QIDQ1748545zbMATH OpenOpenAlexFDO

Authors Michel Grabisch, Christophe Labreuche

Publication date 11 May 2018

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.05978

zbMATH Keywords

2-additive GAI modelsadditive value function modelgeneralized additive independence modelsmonotone decomposition

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06)

Abstract: The GAI (Generalized Additive Independence) model proposed by Fishburn is a generalization of the additive utility model, which need not satisfy mutual preferential independence. Its great generality makes however its application and study difficult. We consider a significant subclass of GAI models, namely the discrete 2-additive GAI models, and provide for this class a decomposition into nonnegative monotone terms. This decomposition allows a reduction from exponential to quadratic complexity in any optimization problem involving discrete 2-additive models, making them usable in practice.

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Cited in

(5)

• On importance indices in multicriteria decision making
• Well-formed decompositions of generalized additive independence models
• A comparison of the GAI model and the Choquet integral w.r.t. a \(k\)-ary capacity
• Structure of polytopes associated to non-additive measures via toric ideals and Gröbner bases
• Introduction to the special issue in honor of Michel Grabisch

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