Conditions for Choquet integral representation of the comonotonically additive and monotone functional. (Q1399385)

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Conditions for Choquet integral representation of the comonotonically additive and monotone functional.
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    Conditions for Choquet integral representation of the comonotonically additive and monotone functional. (English)
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    30 July 2003
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    In the paper a locally compact space \(X\) is considered. Two real functions \(f\), \(g\) are comonotonic \((f\sim g)\) if \(f(x)< f(x')\) implies \(g(x)\leq g(x')\). A functional \(I\) is comonotonically additive, if \(f\sim g\) implies \(I(f+ g)= I(f)+ I(g)\) and \(f\leq g\) implies \(I(f)\leq I(g)\). There are given some conditions for the possibility to represent a comonotonically additive functional as a Choquet integral. The results are based on the paper by \textit{Y. Narukawa}, \textit{T. Murofushi} and \textit{M. Sugeno} [Fuzzy Sets Syst. 112, No. 2, 177--186 (2000; Zbl 0954.28007)].
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    nonadditive measure
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    fuzzy measure
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    cooperative game
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    Choquet integral
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    comonotonic additivity
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