• Title/Summary/Keyword: comonotonically additive functionals

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On comonotonically additive interval-valued functionals and interval-valued hoquet integrals(I) (보단조 가법 구간치 범함수와 구간치 쇼케이적분에 관한 연구(I))

  • Lee, Chae-Jang;Kim, Tae-Kyun;Jeon, Jong-Duek
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.05a
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    • pp.9-13
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    • 2003
  • In this paper, we will define comonotonically additive interval-valued functionals which are generalized comonotonically additive real-valued functionals in Shcmeildler[14] and Narukawa[12], and study some properties of them. And we also investigate some relations between comonotonically additive interval-valued functionals and interval-valued Choquet integrals on a suitable function space cf.[19,10,11,13].

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On comonotonically additive interval-valued functionals and interval-valued Choquet integrals(II) (보단조 가법 구간치 범함수와 구간치 쇼케이적분에 관한 연구(II))

  • Jang, Lee-Chae;Kim, Tae-Kyun;Jeon, Jong-Duek
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.1
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    • pp.33-38
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    • 2004
  • In this paper, we will define comonotonically additive interval-valued functionals which are generalized comonotonically additive real-valued functionals in Schmeidler[14] and Narukawa[12], and prove some properties of them. And we also investigate some relations between comonotonically additive interval-valued functionals and interval-valued Choquet integrals on a suitable function space, cf.[9,10,11,13].

Some relation between compact set-valued functionals and compact set-valued Choquet integrals

  • Jang, Lee-Chae;Kim, Hyun-Mee
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2005.11a
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    • pp.129-132
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    • 2005
  • In this paper, we consider comonotonically additive compact set-valued functionals instead of interval-valued functionals and study some characterizations of them. And we also investigate some relation between compact set-valued functionals and compact set-valued Choquet integrals.

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INTERVAL-VALUED CHOQUET INTEGRALS AND THEIR APPLICATIONS

  • Jang, Lee-Chae
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.429-443
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    • 2004
  • In this paper, using Zhang, Guo and Liu's comments in [17], we define interval-valued functionals and investigate their properties. Furthermore, we discuss some applications of interval-valued Choquet expectations.

On fuzzy number-valued Choquet integrals

  • 장이채;김태균
    • Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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    • 2003.09a
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    • pp.7-7
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    • 2003
  • We studied closed set-valued Choquet integrals in two papers(1997, 2000) and convergence theorems under some sufficient conditions in two papers(2003), for examples : (i) convergence theorems for monotone convergent sequences of Choquet integrably bounded closed set-valued functions, (ii) covergence theorems for the upper limit and the lower limit of a sequence of Choquet integrably bounded closed set-valued functions. In this presentation, we consider fuzzy number-valued functions and define Choquet integrals of fuzzy number-valued functions. But these concepts of fuzzy number-valued Choquet inetgrals are all based on the corresponding results of interval-valued Choquet integrals. We also discuss their properties which are positively homogeneous and monotonicity of fuzzy number-valued Choquet integrals. Furthermore, we will prove convergence theorems for fuzzy number-valued Choquet integrals. They will be used in the following applications : (1) Subjectively probability and expectation utility without additivity associated with fuzzy events as in Choquet integrable fuzzy number-valued functions, (2) Capacity measure which are presented by comonotonically additive fuzzy number-valued functionals, and (3) Ambiguity measure related with fuzzy number-valued fuzzy inference.

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