Asymmetric integral as a limit of generated Choquet integrals based on absolutely monotone real set functions

We introduce a generated Choquet integral with respect to absolutely monotone and sign stable set functions. Another type of integrals defined with respect to such a set function is obtained as a limit of an appropriate sequence of generated Choquet integrals.

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Veröffentlicht in:Fuzzy sets and systems 2011-10, Vol.181 (1), p.39-49
Hauptverfasser: Mihailović, Biljana, Pap, Endre
Format: Artikel
Sprache:eng
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Zusammenfassung:We introduce a generated Choquet integral with respect to absolutely monotone and sign stable set functions. Another type of integrals defined with respect to such a set function is obtained as a limit of an appropriate sequence of generated Choquet integrals.
ISSN:0165-0114
1872-6801
DOI:10.1016/j.fss.2011.05.007