• Title/Summary/Keyword: Choquet integral

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Decisions under risk and uncertainty through the use of Choquet integral

  • Narukawa, Yasuo;Murofushi, Toshiaki
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.555-558
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    • 2003
  • The Choquet-Stieltjes integral is defined. It is shown that the Choquet -Stieltjes integral is rep-resented by a Choquet integral. As an application of the theorem above, it is shown that Choquet expected utility model for decision under uncertainty and rank dependent utility model for decision under .risk are respectively same as their simplified version.

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Some characterizations of a mapping defined by interval-valued Choquet integrals

  • Jang, Lee-Chae;Kim, Hyun-Mee
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.7 no.1
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    • pp.66-70
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    • 2007
  • Note that Choquet integral is a generalized concept of Lebesgue integral, because two definitions of Choquet integral and Lebesgue integral are equal if a fuzzy measure is a classical measure. In this paper, we consider interval-valued Choquet integrals with respect to fuzzy measures(see [4,5,6,7]). Using these Choquet integrals, we define a mappings on the classes of Choquet integrable functions and give an example of a mapping defined by interval-valued Choquet integrals. And we will investigate some relations between m-convex mappings ${\phi}$ on the class of Choquet integrable functions and m-convex mappings $T_{\phi}$, defined by the class of closed set-valued Choquet integrals with respect to fuzzy measures.

Some Characterizations of the Choquet Integral with Respect to a Monotone Interval-Valued Set Function

  • Jang, Lee-Chae
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.13 no.1
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    • pp.83-90
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    • 2013
  • Intervals can be used in the representation of uncertainty. In this regard, we consider monotone interval-valued set functions and the Choquet integral. This paper investigates characterizations of monotone interval-valued set functions and provides applications of the Choquet integral with respect to monotone interval-valued set functions, on the space of measurable functions with the Hausdorff metric.

A note on distance measure and similarity measure defined by Choquet integral on interval-valued fuzzy sets (구간치 퍼지집합 상에서 쇼케이적분에 의해 정의된 거리측도와 유사측도에 관한 연구)

  • Jang, Lee-Chae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.4
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    • pp.455-459
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    • 2007
  • Interval-valued fuzzy sets were suggested for the first time by Gorzafczany(1983) and Turksen(1986). Based on this, Zeng and Li(2006) introduced concepts of similarity measure and entropy on interval-valued fuzzy sets which are different from Bustince and Burillo(1996). In this paper, by using Choquet integral with respect to a fuzzy measure, we introduce distance measure and similarity measure defined by Choquet integral on interval-valued fuzzy sets and discuss some properties of them. Choquet integral is a generalization concept of Lebesgue inetgral, because the two definitions of Choquet integral and Lebesgue integral are equal if a fuzzy measure is a classical measure.

THE AUTOCONTINUITY OF MONOTONE INTERVAL-VALUED SET FUNCTIONS DEFINED BY THE INTERVAL-VALUED CHOQUET INTEGRAL

  • Jang, Lee-Chae
    • Honam Mathematical Journal
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    • v.30 no.1
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    • pp.171-183
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    • 2008
  • In a previous work [18], the authors investigated autocontinuity, converse-autocontinuity, uniformly autocontinuity, uniformly converse-autocontinuity, and fuzzy multiplicativity of monotone set function defined by Choquet integral([3,4,13,14,15]) instead of fuzzy integral([16,17]). We consider nonnegative monotone interval-valued set functions and nonnegative measurable interval-valued functions. Then the interval-valued Choquet integral determines a new nonnegative monotone interval-valued set function which is a generalized concept of monotone set function defined by Choquet integral in [18]. These integrals, which can be regarded as interval-valued aggregation operators, have been used in [10,11,12,19,20]. In this paper, we investigate some characterizations of monotone interval-valued set functions defined by the interval-valued Choquet integral such as autocontinuity, converse-autocontinuity, uniform autocontinuity, uniform converse-autocontinuity, and fuzzy multiplicativity.

RIEMANN-LIOUVILLE FRACTIONAL FUNDAMENTAL THEOREM OF CALCULUS AND RIEMANN-LIOUVILLE FRACTIONAL POLYA TYPE INTEGRAL INEQUALITY AND ITS EXTENSION TO CHOQUET INTEGRAL SETTING

  • Anastassiou, George A.
    • Bulletin of the Korean Mathematical Society
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    • v.56 no.6
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    • pp.1423-1433
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    • 2019
  • Here we present the right and left Riemann-Liouville fractional fundamental theorems of fractional calculus without any initial conditions for the first time. Then we establish a Riemann-Liouville fractional Polya type integral inequality with the help of generalised right and left Riemann-Liouville fractional derivatives. The amazing fact here is that we do not need any boundary conditions as the classical Polya integral inequality requires. We extend our Polya inequality to Choquet integral setting.

CONVERGENCE OF CHOQUET INTEGRAL

  • HONG DUG HUN;KIM KYUNG TAE
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.613-619
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    • 2005
  • In this paper, we consider various types of convergence theorems of Choquet integral. We also show that the autocontinuity of finite fuzzy measure is equivalent to a convergence theorem with respect to convergence in measure.

A study on interval-valued necessity measures through the Choquet integral criterian (쇼케이 적분 기준을 통한 구간치 필요측도에 관한 연구)

  • Jang, Lee-Chae;Kim, Tae-Kyun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.3
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    • pp.350-354
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    • 2009
  • Y. R$\acute{e}$ball$\acute{e}$[Fuzzy Sets and Systems, vol.157, pp.3025-2039, 2006] discussed the representation of necessity measure through the Choquet integral criterian. He also considered a decision maker who ranks necessity measures related with Choquet integral representation. Our motivation of this paper is that a decision maker have an "ambiguity" necessity measure to present preferences. In this paper, we discuss the representation of interval-valued necessity measures through the Choquet integral criterian.