模糊积分变换与模糊Choquet积分的一致连续性

在一般非负单调函数空间 m[0 ,a]上引入模糊积分变换与距离的概念 ,证明了这种模糊积分变换与模糊 Choquet积分在 m[0 ,a]上关于这种距离是一致连续的 ,从而说明当 m[0 ,a]上两个函数变化不大时 ,不会使相应的模糊积分变换与模糊 Choquet积分产生较大的变化 .     

Real-valued Choquet integrals for set-valued mappings

In this paper a new kind of real-valued Choquet integrals for set-valued mappings is introduced, and some elementary properties of this kind of Choquet integrals are studied. Convergence theorems of a sequence of Choquet integrals for set-valued mappings are shown. However, in the case of the monotone convergence theorem of the nonincreasing sequence of Choquet integrals for set-valued mappings, we point out that the integrands must be closed. Specially, this kind of real-valued Choquet integrals for set-valued mappings can be regarded as the Choquet integrals for single-valued functions.     

Conditions for Choquet integral representation of the comonotonically additive and monotone functional

If the universal set X is not compact but locally compact, a comonotonically additive and monotone functional (for short c.m.) on the class of continuous functions with compact support is not represented by one Choquet integral, but represented by the difference of two Choquet integrals. The conditions for which a c.m. functional can be represented by one Choquet integral are discussed.     

Analog of <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> with a subadditive measure

For a subadditive fuzzy measure (not assumed finite), a Minkowski type triangle inequality, with Choquet integrals in place of Lebesgue integrals, is shown to hold. It is immediate that the set of functions for which a certain positive power of the absolute values have finite Choquet integrals is closed under addition, leading to a linear space analogous to the Lebesgue space L ^p , with a metric related to the integral of that power. Under the additional condition that the subadditive fuzzy measure is inner continuous (Sugeno), the space is shown to be complete. Consequences of the Minkowski type inequality are illustrated in two specific instances.      

Additive representations of non-additive measures and the choquet integral

This paper studies some new properties of set functions (and, in particular, “non-additive probabilities” or “capacities”) and the Choquet integral with respect to such functions, in the case of a finite domain. We use an isomorphism between non-additive measures on the original space (of states of the world) and additive ones on a larger space (of events), and embed the space of real-valued functions on the former in the corresponding space on the latter. This embedding gives rise to the following results:

the Choquet integral with respect to any totally monotone capacity is an average over minima of the integrand;

the Choquet integral with respect to any capacity is the difference between minima of regular integrals over sets of additive measures;

under fairly general conditions one may define a “Radon-Nikodym derivative” of one capacity with respect to another;

the “optimistic” pseudo-Bayesian update of a non-additive measure follows from the Bayesian update of the corresponding additive measure on the larger space.

We also discuss the interpretation of these results and the new light they shed on the theory of expected utility maximization with respect to non-additive measures.     

广义模糊数值Choquet积分的伪自连续及其遗传性

在广义模糊测度空间上,针对已经给出的广义模糊数值Choquet积分,将这种积分整体看成可测空间上取值于模糊数的集函数,研究当模糊测度满足伪自连续、伪一致自连续性时,这种模糊数值Choquet积分所保持的一些遗传性．     

基于模糊值Choquet积分定义集函数的S性与PGP性

针对模糊测度空间上已建立的模糊值Choquet积分,将这种积分整体看成可测空间上取值于模糊数的集函数,当模糊测度满足一般S性和PGP性时,研究了这种模糊值集函数所保持的遗传性质.     

Decomposition integrals

Decomposition integrals recently proposed by Even and Lehrer are deeply studied and discussed. Characterization of integrals recognizing and distinguishing the underlying measures is given. As a by-product, a graded class of integrals varying from Shilkret integral to Choquet integral is proposed.     

广义模糊数值Choquet积分的自连续性与其结构特征的保持

在一般模糊测度空间的任一子集上，针对给定的μ-可积数模糊数值函数，定义所谓广义的模糊数值Choquet积分，并将这种积分整体看成可测空间上的模糊数值集函数．进而讨论并研究它的上(下)自连续性，逆上(下)自连续性，一致自连续性和一致逆自连续性等结构特征．     

A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid

The main advances regarding the use of the Choquet and Sugeno integrals in multi-criteria decision aid over the last decade are reviewed. They concern mainly a bipolar extension of both the Choquet integral and the Sugeno integral, interesting particular submodels, new learning techniques, a better interpretation of the models and a better use of the Choquet integral in multi-criteria decision aid. Parallel to these theoretical works, the Choquet integral has been applied to many new fields, and several softwares and libraries dedicated to this model have been developed.      

A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid

The main advances regarding the use of the Choquet and Sugeno integrals in multi-criteria decision aid over the last decade are reviewed. They concern mainly a bipolar extension of both the Choquet integral and the Sugeno integral, interesting particular submodels, new learning techniques, a better interpretation of the models and a better use of the Choquet integral in multi-criteria decision aid. Parallel to these theoretical works, the Choquet integral has been applied to many new fields, and several softwares and libraries dedicated to this model have been developed.     

On integral representation and the Choquet boundary for convolution algebras of measures

We show that the Choquet boundary of a convolution algebra of measures is contained in the set of generalized characters of idempotent modulus. We then give a number of sufficient conditions for Choquet boundary points and determine the Choquet boundary for some examples, including the examples of Hewitt-Kakutani and Simon. Finally we state and prove a theorem of Bochner's type forL-algebras generated by a single measure.     

On a multiplication and a theory of integration for belief and plausibility functions

Belief and plausibility functions have been introduced as generalizations of probability measures, which abandon the axiom of additivity. It turns out that elementwise multiplication is a binary operation on the set of belief functions. If the set functions of the type considered here are defined on a locally compact and separable space X, a theorem by Choquet ensures that they can be represented by a probability measure on the space containing the closed subsets of X, the so-called basic probability assignment. This is basic for defining two new types of integrals. One of them may be used to measure the degree of non-additivity of the belief or plausibility function. The other one is a generalization of the Lebesgue integral. The latter is compared with Choquet's and Sugeno's integrals for non-additive set functions.     

Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders

This paper proposes some new classes of risk measures, which are not only comonotonic subadditive or convex, but also respect the (first) stochastic dominance or stop-loss order. We give their representations in terms of Choquet integrals w.r.t. distorted probabilities, and show that if the physical probability is atomless then a comonotonic subadditive (resp. convex) risk measure respecting stop-loss order is in fact a law-invariant coherent (resp. convex) risk measure.     

Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders

This paper proposes some new classes of risk measures, which are not only comonotonic subadditive or convex, but also respect the (first) stochastic dominance or stop-loss order. We give their representations in terms of Choquet integrals w.r.t. distorted probabilities, and show that if the physical probability is atomless then a comonotonic subadditive (resp. convex) risk measure respecting stop-loss order is in fact a law-invariant coherent (resp. convex) risk measure.     

Some inequalities and convergence theorems for Choquet integrals

Fuzzy measure (or non-additive measure), which has been comprehensively investigated, is a generalization of additive probability measure. Several important kinds of non-additive integrals have been built on it. Integral inequalities play important roles in classical probability and measure theory. In this paper, we discuss some of these inequalities for one kind of non-additive integrals—Choquet integral, including Markov type inequality, Jensen type inequality, Hölder type inequality and Minkowski type inequality. As applications of these inequalities, we also present several convergence concepts and convergence theorems as complements to Choquet integral theory.     

Some interval-valued intuitionistic uncertain linguistic Choquet operators and their application to multi-attribute group decision making

In this study a generated admissible order between interval-valued intuitionistic uncertain linguistic numbers using two continuous functions is introduced. Then, two interval-valued intuitionistic uncertain linguistic operators called the interval-valued intuitionistic uncertain linguistic Choquet averaging (IVIULCA) operator and the interval-valued intuitionistic uncertain linguistic Choquet geometric mean (IVIULCGM) operator are defined, which consider the interactive characteristics among elements in a set. In order to overall reflect the correlations between them, we further define the generalized Shapley interval-valued intuitionistic uncertain linguistic Choquet averaging (GS-IVIULCA) operator and the generalized Shapley interval-valued intuitionistic uncertain linguistic Choquet geometric mean (GS-IVIULCGM) operator. Moreover, if the information about the weights of experts and attributes is incompletely known, the models for the optimal fuzzy measures on expert set and attribute set are established, respectively. Finally, a method to multi-attribute group decision making under interval-valued intuitionistic uncertain linguistic environment is developed, and an example is provided to show the specific application of the developed procedure.     

Hardy-Hausdorff spaces on the Heisenberg group

In this paper, by using the tent spaces on the Siegel upper half space, which are defined in terms of Choquet integrals with respect to Hausdorff capacity on the Heisenberg group, the Hardy-Hausdorff spaces on the Heisenberg group are introduced. Then, by applying the properties of the tent spaces on the Siegel upper half space and the Sobolev type spaces on the Heisenberg group, the atomic decomposition of the Hardy-Hausdorff spaces is obtained. Finally, we prove that the predual spaces of Q spaces on the Heisenberg group are the Hardy-Hausdorff spaces.     

n-Monotone exact functionals

We study n-monotone functionals, which constitute a generalisation of n-monotone set functions. We investigate their relation to the concepts of exactness and natural extension, which generalise coherence and natural extension in the behavioural theory of imprecise probabilities. We improve upon a number of results in the literature, and prove among other things a representation result for exact n-monotone functionals in terms of Choquet integrals.     

Axiomatizations of Lovász extensions of pseudo-Boolean functions

Three important properties in aggregation theory are investigated, namely horizontal min-additivity, horizontal max-additivity, and comonotonic additivity, which are defined by certain relaxations of the Cauchy functional equation in several variables. We show that these properties are equivalent and we completely describe the functions characterized by them. By adding some regularity conditions, these functions coincide with the Lovász extensions vanishing at the origin, which subsume the discrete Choquet integrals. We also propose a simultaneous generalization of horizontal min-additivity and horizontal max-additivity, called horizontal median-additivity, and we describe the corresponding function class. Additional conditions then reduce this class to that of symmetric Lovász extensions, which includes the discrete symmetric Choquet integrals.