Extension and representation of comonotonically additive functionals
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Two real functions \(f\), \(g\) are comonotonic, if \(f(x_1)< f(x_2)\) implies \(g(x_1)\leq g(x_2)\) for any \(x_1\), \(x_2\). The set \(K\) of all functions with compact support in a locally compact Hausdorff space is considered. A real-valued functional \(I\) on \(K\) is called comonotonically additive if \(I(f+ g)= I(f)+ I(g)\) whenever \(f,g\in K\) are comonotonic. In the paper the domain \(K\) is extended in a natural way and the extended functional is represented by the Choquet integral.
Recommendations
- Conditions for Choquet integral representation of the comonotonically additive and monotone functional.
- Regular fuzzy measure and representation of comonotonically additive functional
- Choquet integration on Riesz spaces and dual comonotonicity
- The Choquet integral representability of comonotonically additive functionals in locally compact spaces
- GENERALIZED COMONOTONICALLY ADDITIVE OPERATORS: REPRESENTATIONS BY CHOQUET INTEGRALS
Cites work
- A theory of fuzzy measures: Representations, the Choquet integral, and null sets
- Advances in prospect theory: cumulative representation of uncertainty
- An axiomatization of cumulative prospect theory
- An interpretation of fuzzy measures and the Choquet integral as an integral with respect to a fuzzy measure
- Boundedness and symmetry of comonotonically additive functionals
- Choquet integral and fuzzy measures on locally compact space
- Fuzzy measures and integrals. Theory and applications
- scientific article; zbMATH DE number 3689710 (Why is no real title available?)
- scientific article; zbMATH DE number 833035 (Why is no real title available?)
- Non-additive measure and integral
- Rank- and sign-dependent linear utility models for finite first-order gambles
- Regular fuzzy measure and representation of comonotonically additive functional
- Theory of capacities
Cited in
(22)- Conditions for Choquet integral representation of the comonotonically additive and monotone functional.
- Regular fuzzy measure and representation of comonotonically additive functional
- Set-valued Choquet integrals revisited
- The Choquet integral representability of comonotonically additive functionals in locally compact spaces
- The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
- A representation of a comonotone-\(\ovee\)-additive and monotone functional by two Sugeno integrals.
- An extension of Sugeno integral
- Coextrema additive operators
- Comonotonic additive operators and their representations
- Integral representation of continuous comonotonically additive functionals
- On the characterization of certain similarly ordered super-additive functionals
- On \(\star\)-associated comonotone functions.
- GENERALIZED COMONOTONICALLY ADDITIVE OPERATORS: REPRESENTATIONS BY CHOQUET INTEGRALS
- scientific article; zbMATH DE number 836636 (Why is no real title available?)
- A note on comonotonic additivity
- Nonadditive measures and nonlinear integrals —focusing on a theoretical aspect—
- Boundedness and symmetry of comonotonically additive functionals
- Signed integral representations of comonotonic additive functionals
- A symmetric conjugate condition for the representation of comonotonically additive and monotone functionals
- The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
- Inner and outer representation by Choquet integral
- n-monotone exact functionals
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