A joint Choquet index from two vectors of weights

Abstract

[EN] The topic of mixing the weighted average means (WAM) and ordered weighted average (OWA) operators has been studied in agonizing detail. It has become one of the most prominent ways to extend OWA operators. Mixed indices using both approaches must use two vectors of weights. Whereas the focus of weights associated with WAM is on the values, the weights associated with OWA focus on order. This work studies how two weights can be combined to produce one single operator sharing traits from both WAMs and OWAs. This operator takes the form of a Choquet integral defined by a 2-additive capacity.