An interaction index for multichoice games

Abstract

Models in Multicriteria Decision Analysis (MCDA) can be analyzed by means of an importance index and an interaction index for every group of criteria. We consider first discrete models in MCDA, without further restriction, which amounts to considering multichoice games, that is, cooperative games with several levels of participation. We propose and axiomatize an interaction index for multichoice games. In a second part, we consider the continuous case, supposing that the continuous model is obtained from a discrete one by means of the Choquet integral.