Fuzzy measurability and integrability (Q1820269)

The concept of (additive) fuzzy measure studied in this paper is that introduced in author's work in J. Math. Anal. Appl. 93, 436-452 (1983; Zbl 0516.28006) and, as observed there, when one restricts the domain of definition of such a fuzzy measure to be the class of all measurable fuzzy sets w.r.t. an a priori given \(\sigma\)-algebra of sets, then this is exactly the concept of \(T_{\infty}\)-fuzzy measure introduced by \textit{E. P. Klement} [J. Math. Anal. Appl. 86, 345-358 (1982; Zbl 0491.28004)] and also studied by \textit{E. P. Klement, W. Schwyhla} and \textit{R. Lowen} [Fuzzy Sets Syst. 5, 21-30 (1981; Zbl 0447.28005)] under some restrictive assumptions. In the reviewed paper we prove that for every (additive) fuzzy measure there exists a Jordan decomposition and, by consequence, any finite fuzzy measure is ''continuous'' and it leads to a natural concept of integral which we call ''fuzzy integral''. (One has to observe that this concept of fuzzy integral is not equivalent with other homonymous concepts studied by \textit{M. Sugeno} in his Ph. D. Thesis (Tokyo Inst. of Technology, 1974) or by \textit{D. Ralescu} and \textit{G. Adams} [J. Math. Anal. 75, 502-570 (1980; Zbl 0438.28007)].) The results proved in the reviewed paper are providing a basis for studying a class of cooperative market games (author's work: ''Fuzzy games with infinitely many players'', Int. J. Game Theory, in publication) and for extending the (game theoretical) ''Value Equivalence Principle'' to some classes of games which are not perfectly competitive. (One may note that in the context of the last mentioned paper the Jordan decomposition theorem for additive fuzzy measures was used in order to show that any such measure is representable as a Lebesgue integral and, by consequence, the concept of fuzzy integral introduced in the reviewed paper is equivalent with the concept of Lebesgue integral.)