New non-additive integrals in Multiple Criteria Decision Analysis

The proposal and the axiomatization of new fuzzy integrals has a central role in modern Multiple Criteria Decision Analysis. In this thesis we propose some generalizations of well known fuzzy integrals (Choquet, Shilkret and Sugeno). We propose and characterize bipolar fuzzy integrals, which are generalization of the most famous fuzzy integrals to the case of bipolar scale, i.e. those symmetric scale where it is possible for each value to find the opposite. We also deal with the generalization of the concept of universal integral (recently proposed to generalize several fuzzy integrals) to the case of bipolar scales. We also provide the characterization of the bipolar universal integral with respect to a level dependent bi-capacity. Finally, we consider the problem to adapt classical definitions of fuzzy integrals to the case of imprecise interval evaluations. More precisely, standard fuzzy integrals used in MCDA request that the starting evaluations of a choice on various criteria must be expressed in terms of exact-evaluations. We present the robust Choquet, Shilkret and Sugeno integrals, computed with respect to an interval capacity. These are quite natural generalizations of the Choquet, Shilkret and Sugeno integrals, useful to aggregate interval-evaluations of choice alternatives into a single overall evaluation.