http://en.wikipedia.org/wiki/Ellsberg_paradox is a decision theory paradox.  One solution to the paradox is to use this Choquet integral.  I don’t have time to read about it right now, but it seems like something that would be interesting to observe in multi-agent learning algorithms.  What decision do they learn to take, what would make them learn the Choquet integral method?  Is it stable, meaning do they always chose a particular action in line with a particular method or not?

A paper on the subject: http://ces.univ-paris1.fr/membre/cohen/pdf/gradef.pdf

Seems like it is useful in multi-objective combinatorial optimization: http://eric.univ-lyon2.fr/~arolland/publis/LustRollandMIWAI2013.pdf

Maybe I was asking the wrong questions as no one is looking at it from a MAL perspective.