• 제목/요약/키워드: non-additive measure

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구간치 쇼케이적분과 위험률 가격 측정에서의 응용 (Interval-valued Choquet Integrals and applications in pricing risks)

  • 장이채
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2007년도 춘계학술대회 학술발표 논문집 제17권 제1호
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    • pp.209-212
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    • 2007
  • Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}_1,\;{\mu}_2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

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구간치 쇼케이적분과 위험률 가격 측정에서의 응용 (Interval-valued Choquet integrals and applications in pricing risks)

  • 장이채
    • 한국지능시스템학회논문지
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    • 제17권4호
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    • pp.451-454
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    • 2007
  • Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}1,\;{\mu}2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

Non-Additive Ranking of Release Scenarios in a Low and Intermediate Waste Repository

  • Kim, Seong-Ho;Kim, Tae-Woon;Jaejoo Ha
    • 한국방사성폐기물학회:학술대회논문집
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    • 한국방사성폐기물학회 2004년도 학술논문집
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    • pp.188-188
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    • 2004
  • In the present study, a multicriteria decision-making (MCDM) problem of ranking of important radionuclide release scenarios in a low and intermediate radioactive waste repository is to treat on the basis of non-additive fuzzy measures and fuzzy integral theory. Ranking of important scenarios can lead to the provision of more effective safety measure in a design stage of the repository. The ranking is determined by a relative degree of appropriateness of scenario alternatives.(omitted)

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A note on Jensen type inequality for Choquet integrals

  • Jang, Lee-Chae
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제9권2호
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    • pp.71-75
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    • 2009
  • The purpose of this paper is to prove a Jensen type inequality for Choquet integrals with respect to a non-additive measure which was introduced by Choquet [1] and Sugeno [20]; $$\Phi((C)\;{\int}\;fd{\mu})\;{\leq}\;(C)\;\int\;\Phi(f)d{\mu},$$ where f is Choquet integrable, ${\Phi}\;:\;[0,\;\infty)\;\rightarrow\;[0,\;\infty)$ is convex, $\Phi(\alpha)\;\leq\;\alpha$ for all $\alpha\;{\in}\;[0,\;{\infty})$ and ${\mu}_f(\alpha)\;{\leq}\;{\mu}_{\Phi(f)}(\alpha)$ for all ${\alpha}\;{\in}\;[0,\;{\infty})$. Furthermore, we give some examples assuring both satisfaction and dissatisfaction of Jensen type inequality for the Choquet integral.

Decisions under risk and uncertainty through the use of Choquet integral

  • Narukawa, Yasuo;Murofushi, Toshiaki
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2003년도 ISIS 2003
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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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단조집합함수에 의해 정의된 구간치 쇼케이적분에 대한 르베그형태 정리에 관한 연구 (On Lebesgue-type theorems for interval-valued Choquet integrals with respect to a monotone set function.)

  • 장이채;김태균
    • 한국지능시스템학회:학술대회논문집
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    • 한국지능시스템학회 2007년도 추계학술대회 학술발표 논문집
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    • pp.195-198
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    • 2007
  • In this paper, we consider Lebesgue-type theorems in non-additive measure theory and then investigate interval-valued Choquet integrals and interval-valued fuzzy integral with respect to a additive monotone set function. Furthermore, we discuss the equivalence among the Lebesgue's theorems, the monotone convergence theorems of interval-valued fuzzy integrals with respect to a monotone set function and find some sufficient condition that the monotone convergence theorem of interval-valued Choquet integrals with respect to a monotone set function holds.

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단조집합함수에 의해 정의된 구간치 쇼케이적분에 대한 르베그형태 정리에 관한 연구 (On Lebesgue-type theorems for interval-valued Choquet integrals with respect to a monotone set function)

  • 장이채;김태균
    • 한국지능시스템학회논문지
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    • 제17권6호
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    • pp.749-753
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    • 2007
  • In this paper, we consider Lebesgue-type theorems in non-additive measure theory and then investigate interval valued Choquet integrals and interval-valued fuzzy integral with respect to a additive monotone set function. Furthermore, we discuss the equivalence among the Lebesgue's theorems, the monotone convergence theorems of interval-valued fuzzy integrals with respect to a monotone set function and find some sufficient condition that the monotone convergence theorem of interval-valued Choquet integrals with respect to a monotone set function holds.

Comparison of prosthetic models produced by traditional and additive manufacturing methods

  • Park, Jin-Young;Kim, Hae-Young;Kim, Ji-Hwan;Kim, Jae-Hong;Kim, Woong-Chul
    • The Journal of Advanced Prosthodontics
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    • 제7권4호
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    • pp.294-302
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    • 2015
  • PURPOSE. The purpose of this study was to verify the clinical-feasibility of additive manufacturing by comparing the accuracy of four different manufacturing methods for metal coping: the conventional lost wax technique (CLWT); subtractive methods with wax blank milling (WBM); and two additive methods, multi jet modeling (MJM), and micro-stereolithography (Micro-SLA). MATERIALS AND METHODS. Thirty study models were created using an acrylic model with the maxillary upper right canine, first premolar, and first molar teeth. Based on the scan files from a non-contact blue light scanner (Identica; Medit Co. Ltd., Seoul, Korea), thirty cores were produced using the WBM, MJM, and Micro-SLA methods, respectively, and another thirty frameworks were produced using the CLWT method. To measure the marginal and internal gap, the silicone replica method was adopted, and the silicone images obtained were evaluated using a digital microscope (KH-7700; Hirox, Tokyo, Japan) at 140X magnification. Analyses were performed using two-way analysis of variance (ANOVA) and Tukey post hoc test (${\alpha}=.05$). RESULTS. The mean marginal gaps and internal gaps showed significant differences according to tooth type (P<.001 and P<.001, respectively) and manufacturing method (P<.037 and P<.001, respectively). Micro-SLA did not show any significant difference from CLWT regarding mean marginal gap compared to the WBM and MJM methods. CONCLUSION. The mean values of gaps resulting from the four different manufacturing methods were within a clinically allowable range, and, thus, the clinical use of additive manufacturing methods is acceptable as an alternative to the traditional lost wax-technique and subtractive manufacturing.

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

  • 장이채;김태균
    • 한국지능시스템학회논문지
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    • 제19권3호
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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.

퍼지 비가법 제어를 이용한 도시 교통망의 경로 탐색 (A Route Search of Urban Traffic Network using Fuzzy Non-Additive Control)

  • 이상훈;김성환
    • 대한교통학회지
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    • 제21권1호
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    • pp.103-113
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    • 2003
  • 본 연구는 교통 경로 탐색 가운데, 우회 경로 탐색과 선호 경로 탐색을 하였으며, 계층 분석법을 적용한 퍼지비가법 제어기 사용을 제안한다. 이것은 기존의 경로 탐색과는 달리, 인간의 사고과정에 착안한 것으로, 애매한 주관적 판단을 정량적으로 분석, 평가하였다. 그리고 중요도를 운전 전문가로부터 의견 수렴한 것을 기초로 도출하였으며, 실제효용성을 진단하고자 경로 모델의 예를 사용하였다. 모델 평가는 평가 요소에 대한 속성 소속 함수화 및 평가치 규정, 계층 분석법에 의한 중요도 결정, $\lambda$-퍼지 척도에 의한 중요도의 비 가법적 표현, Choquet 퍼지 적분 등으로 수행하였다. 결국, 우회 경로 탐색 결과, 시시각각 변하는 교통환경에 적응할 수 있는 실 시간적인 교통 경로 제어가 가능하였으며, 선호 경로 탐색 결과, 본 연구의 알고리즘이 운전자 개인의 교통 경로 선택 성향을 잘 반영함을 보여 주었다. 논문은 5 가지의 중요한 의미가 있다. (1) 제안된 접근 방법은 운전자의 경로 선택 결정 과정과 유사하다. (2) 제안된 접근 방법은 다 속성의 경로 평가 기준을 제어 할 수 있다. (3) 제안된 접근 방법은 운전자의 주관적 판단을 비가법적으로 객관화 할 수 있다. (4) 제안된 접근 방법은 우회 경로 탐색에서 동적인 경로 탐색을 보여주고 있다 (5) 제안된 접근 방법은 선호 경로 탐색에서 개개 운전자 속성을 고려할 수 있다.