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arXiv · 0711.2114

Bi-capacities -- Part I: definition, Möbius transform and interaction

Michel Grabisch·Christophe Labreuche
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Abstract

Bi-capacities arise as a natural generalization of capacities (or fuzzy measures) in a context of decision making where underlying scales are bipolar. They are able to capture a wide variety of decision behaviours, encompassing models such as Cumulative Prospect Theory (CPT). The aim of this paper in two parts is to present the machinery behind bi-capacities, and thus remains on a rather theoretical level, although some parts are firmly rooted in decision theory, notably cooperative game theory. The present first part is devoted to the introduction of bi-capacities and the structure on which they are defined. We define the Möbius transform of bi-capacities, by just applying the well known theory of M\" obius functions as established by Rota to the particular case of bi-capacities. Then, we introduce derivatives of bi-capacities, by analogy with what was done for pseudo-Boolean functions (another view of capacities and set functions), and this is the key point to introduce the Shapley value and the interaction index for bi-capacities. This is done in a cooperative game theoretic perspective. In summary, all familiar notions used for fuzzy measures are available in this more general framework.

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Michel Grabisch, Christophe Labreuche. 2007-11-14. Bi-capacities -- Part I: definition, Möbius transform and interaction. https://arxiv.org/abs/0711.2114

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