Set Functions, Games and Capacities in Decision Making

The book provides a thorough treatment of set functions, games and capacities as well as integrals with respect to capacities and games, in a mathematical rigorous presentation and in view of application to decision making. After a short chapter introducing some required basic knowledge (linear programming, polyhedra, ordered sets) and notation, the first part of the book consists of three long chapters developing the mathematical aspects. This part is not related to a particular application field and, by its neutral mathematical style, is useful to the widest audience. It gathers many results and notions which are scattered in the literature of various domains (game theory, decision, combinatorial optimization and operations research). The second part consists of three chapters, applying the previous notions in decision making and modelling: decision under uncertainty, decision with multiple criteria, possibility theory and Dempster-Shafer theory.

Table of Contents

Chapter 1 Introduction
Chapter 2 Set Functions, Capacities and Games
Chapter 3 The Core and the Selectope of Games
Chapter 4 Integrals
Chapter 5 Decision Under Risk and Uncertainty
Chapter 6 Decision with Multiple Criteria
Chapter 7 Dempster-Shafer and Possibility Theory