Performance Dependence Multi-Criteria Decision-Making: A Preference Model Based on an Improved Choquet Integral

In multi-criteria decision-making, the Choquet integral can handle the interaction between criteria; however, the interaction between criteria is not only related to the criteria themselves but may also depend on the performance values of criteria. We present a further extension of the Choquet integral considering this fact. A classic example is used to illustrate the limitations of the Choquet integral, and a performance-dependent assumption is proposed that describes the interactions influenced by the performance of alternatives on criteria. Based on this assumption, we propose an alternative capacity and construct an improved Choquet integral to obtain alternative’s global utility. A preference model based on the improved Choquet integral with a wider range of applicability and more realistic decision results is proposed. Finally, a numerical example is provided to illustrate the feasibility and validity of our reference model.