Incremental Elicitation of Capacities for the Sugeno Integral with a Maximin Approach

Abstract

We propose an interactive elicitation protocol for the Sugeno integral. Our approach at each step asks the decision maker whether the overall evaluation of a given alternative attains at least a certain level. This information is encoded in terms of constraints on the capacity and a lattice of feasible capacities is identified. The procedure continues until a necessary winner is identified. The efficiency of our methodology is evaluated in numerical experiments.