Sugeno capacities for the extension of exponential and hyperbolic discounting to fuzzy integrals

This article produces a blend between the fields of time discounting and fuzzy integrals. By exploiting the mathematical properties of the Sugeno capacities, we can produce a Choquet integral that simultaneously is subadditive and coincides with either the exponential or hyperbolic discounting additive formulas in the evaluation of individual time moments. Numerical analyses guarantee that the new valuation procedures are different from their additive counterparts

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Publication Details

Journal
Punjab University Journal of Mathematics
Published
2024-08-20
DOI
https://doi.org/10.52280/pujm.2024.56(3-4)04
Citations
2
Primary Topic
Decision-Making and Behavioral Economics
Type
article
Field-Weighted Citation Impact
1.07

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article

Sugeno capacities for the extension of exponential and hyperbolic discounting to fuzzy integrals

José Carlos R. Alcantud
2 citations
Punjab University Journal of Mathematics
Decision-Making and Behavioral Economics
1.07
article

Sugeno capacities for the extension of exponential and hyperbolic discounting to fuzzy integrals

José Carlos R. Alcantud
article en
2 citations

Abstract

This article produces a blend between the fields of time discounting and fuzzy integrals. By exploiting the mathematical properties of the Sugeno capacities, we can produce a Choquet integral that simultaneously is subadditive and coincides with either the exponential or hyperbolic discounting additive formulas in the evaluation of individual time moments. Numerical analyses guarantee that the new valuation procedures are different from their additive counterparts

Punjab University Journal of Mathematics
Universidad de Salamanca (ES)
Junta de Castilla y León, European Regional Development Fund
Openalex Percentile: Top 22%
Decision-Making and Behavioral Economics
1.07
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