Decomposition-integral: unifying Choquet and the concave integrals
From MaRDI portal
Publication:2447165
DOI10.1007/s00199-013-0780-0zbMath1325.91017OpenAlexW2108097047MaRDI QIDQ2447165
Publication date: 24 April 2014
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-013-0780-0
decision makingcapacityChoquet integralnon-additive probabilityconcave integraldecomposition-integral
Related Items (47)
Superdecomposition integrals ⋮ Event-based transformations of capacities and invariantness ⋮ Joint games and compatibility ⋮ Greedy decomposition integrals ⋮ On the equivalence of the Choquet, pan- and concave integrals on finite spaces ⋮ Rectangles-based discrete universal fuzzy integrals ⋮ A new class of decomposition integrals on finite spaces ⋮ Set-valued capacities: multi-agenda decision making ⋮ Possibility and necessity measures and integral equivalence ⋮ Generalized decomposition integral ⋮ A note on the coincidence of decomposition integrals and superdecomposition integrals ⋮ On linearity of pan-integral and pan-integrable functions space ⋮ Characterization of decomposition integrals extending Lebesgue integral ⋮ A further investigation of convex integrals based on monotone measures ⋮ On a new generalization of decomposition integrals ⋮ Aggregation with dependencies: capacities and fuzzy integrals ⋮ Subjective independence and concave expected utility ⋮ Generated admissible orders for intervals by matrices and continuous functions ⋮ Decomposition Integral Based Generalizations of OWA Operators ⋮ Fuzzy Measures and Integrals: Recent Developments ⋮ Construction method of coherent lower and upper previsions based on collection integrals ⋮ Three types of generalized Choquet integral ⋮ Relationship between the concave integrals and the pan-integrals on finite spaces ⋮ Collection integral on infinite spaces ⋮ Separate aggregation of beliefs and values under ambiguity ⋮ Implementation under ambiguity ⋮ On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence ⋮ Integrals based on monotone set functions ⋮ On the equivalence of the Choquet integral and the pan-integrals from above ⋮ Decomposition approaches to integration without a measure ⋮ Theory of inclusion-exclusion integral ⋮ Probability inequalities for decomposition integrals ⋮ Relationship between two types of superdecomposition integrals on finite spaces ⋮ Universal integrals based on copulas ⋮ On the equality of integrals ⋮ Collection integral vs. Choquet integral ⋮ Copula - Based Generalizations of OWA Operators ⋮ Sandwich theorems for set functions: an application of the Lehrer-Teper integral ⋮ A sufficient condition of equivalence of the Choquet and the pan-integral ⋮ Beyond the scope of super level measures ⋮ Mathematical foundation of artificial intelligence ⋮ Collection and decomposition integrals in multicriteria-decision support ⋮ Coincidences of the concave integral and the pan-integral ⋮ Decomposition integrals for interval-valued functions ⋮ Coincidences of nonlinear integrals related to ordered pair of non-additive measures ⋮ Value allocation under ambiguity ⋮ Decomposition integrals
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A discrete Choquet integral for ordered systems
- Pricing rules and Arrow-Debreu ambiguous valuation
- A new integral for capacities
- Expected utility with purely subjective non-additive probabilities
- Continuous subjective expected utility with non-additive probabilities
- A unified approach to define fuzzy integrals
- Some quantities represented by the Choquet integral
- Nash equilibrium under Knightian uncertainty: Breaking down backward induction
- Equilibrium in beliefs under uncertainty
- Axiomatic characterization of insurance prices
- Choquet pricing and equilibrium.
- Bi-capacities. I: Definition, Möbius transform and interaction
- Bi-capacities. II: The Choquet integral
- Capacities and probabilistic beliefs: a precarious coexistence
- Subjective ambiguity, expected utility and Choquet expected utility
- Subjective expected utility with non-additive probabilities on finite state spaces
- Characterizing optimism amd pessimism directly through comonotonicity
- Theory of capacities
- Coherent Measures of Risk
- Risk, Ambiguity, and the Savage Axioms
- Subjective Probability and Expected Utility without Additivity
- Prospect Theory: An Analysis of Decision under Risk
- Integral Representation Without Additivity
- CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
- A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid
- Nonmonotonic Choquet integrals
This page was built for publication: Decomposition-integral: unifying Choquet and the concave integrals