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Decision under qualitative uncertainty with Sugeno Integrals -
An axiomatic approach

Didier Dubois, Henri Prade, Régis Sabbadin
IRIT - Université Paul Sabatier - 31062 Toulouse Cedex (France)
e-mail: {dubois, prade, sabbadin} @irit.fr

Abstract:

Qualitative counterparts of expected utility can be expressed by means of Sugeno integrals. Both von Neumann and Morgenstern-like and Savage-like axiomatic justifications are provided. In this framework, pessimistic (i.e., risk-averse) as well as optimistic attitudes can be captured.