Choquet calculus using operational matrices (Q2004719)

Non-additive measures play an increasing role in many fields, e.g. in multicriteria decision making or in economic modeling. Choquet integral and, more general, Choquet calculus are basics in this area. Previous investigations on Choquet integral equations and on differential equations (DE) with respect to non-additive measures were based on Laplace transformation (LT). In this paper the authors discuss cases where LT is not possible and where DE's have no exact solution. They propose a numerical Choquet calculus based on operational matrices which are defined on orthogonal polynomials and which are used in approximation theory. The authors demonstrate their approach by presentation of many examples.