Comparison analysis of MAUT expressed in terms of Choquet integral and utility axioms

Abstract

In the framework of MAUT (multi-attribute utility theory) > several methods have been proposed to aggregate utility of attributes and represent a decision makers (DM) utility function. Most of them are additive ones and they hypotheses that the decision attributes are independent of each other. But those additive methods can't guarantee to find a utility function which is coherent with the available information since they do not allow including additional information such as an interaction among criteria. Then the utility function expressed in terms of fuzzy measure and Choquet integral was proposed, which permits to model preference structures whose attributes are interdependence. In the literature, the properties of the Choquet integral will be concluded firstly; the conclusion that the Choquet integral suits the requirement of the aggregation in the MAUT will be drawn; then the compassion of the non-additive utility functions in the framework of the Choquet integral and the utility axioms which advanced by Von Neumann and Morgenstern will be analyzed; and at last the reason why utility functions expressed in terms of Choquet integral can consistent with the utility axioms will be given