Choquet Integral

The Choquet Integral is a mathematical tool used for aggregating information when criteria or preferences are interdependent, meaning their importance or contribution can overlap. Unlike simple averages, it considers how different elements interact, assigning weights that reflect their influence while accounting for overlaps or synergies. This makes it useful in decision-making, risk assessment, and economics, where complex preferences or uncertainty are involved. Essentially, the Choquet Integral provides a flexible way to combine multiple factors into a single measure, capturing both individual importance and the combined effects of criteria acting together.