A new integral for capacities
DOI10.1007/S00199-007-0302-ZzbMATH Open1156.91334OpenAlexW2156134284MaRDI QIDQ1006563FDOQ1006563
Publication date: 25 March 2009
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-007-0302-z
Recommendations
Choquet integralnon-additive probabilityuncertainty aversioncapacitiesdecisions under uncertaintyconcave integrallarge coreFuzzy capacities
Decision theory (91B06) Classical measure theory (28A99) Reasoning under uncertainty in the context of artificial intelligence (68T37)
Cites Work
- Coherent measures of risk
- Maxmin expected utility with non-unique prior
- Subjective Probability and Expected Utility without Additivity
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Expected utility with purely subjective non-additive probabilities
- Integral Representation Without Additivity
- Title not available (Why is that?)
- Cores of exact games. I
- Mathematical methods of game and economic theory
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- The concave integral over large spaces
- Title not available (Why is that?)
- Nash equilibrium under Knightian uncertainty: Breaking down backward induction
- A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
- Continuous subjective expected utility with non-additive probabilities
- A Simple Axiomatization of Nonadditive Expected Utility
- Cooperative games with large cores
- On some families of cooperative fuzzy games
- Market games in large economies with a finite number of types
- Axiomatic characterizations of the Choquet integral
- Fuzzy t-conorm integral with respect to fuzzy measures: Generalization of Sugeno integral and Choquet integral
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (68)
- Cost-efficient contingent claims with market frictions
- Coincidences of nonlinear integrals related to ordered pair of non-additive measures
- On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence
- Sandwich theorems for set functions: an application of the Lehrer-Teper integral
- A discrete Choquet integral for ordered systems
- Pricing rules and Arrow-Debreu ambiguous valuation
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- \(C_F\)-integrals: a new family of pre-aggregation functions with application to fuzzy rule-based classification systems
- A strategic product for belief functions
- Superdecomposition integrals
- Collection integral on infinite spaces
- On a new generalization of decomposition integrals
- Decomposition Integral Based Generalizations of OWA Operators
- Decomposition approaches to integration without a measure
- Robust integrals
- Construction method of coherent lower and upper previsions based on collection integrals
- Characterization of decomposition integrals extending Lebesgue integral
- The concave integral over large spaces
- Several inequalities for the pan-integral
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- An Equivalent Definition of Pan-Integral
- Probability inequalities for decomposition integrals
- Three types of generalized Choquet integral
- Mathematical foundation of artificial intelligence
- A Neyman-Pearson problem with ambiguity and nonlinear pricing
- Fusion functions based discrete Choquet-like integrals
- Fuzzy Measures and Integrals: Recent Developments
- Generalization of inclusion-exclusion integral for nondiscrete monotone measure space
- Collection integral vs. Choquet integral
- On the (M)-property of monotone measures and integrals on atoms
- Relationship between two types of superdecomposition integrals on finite spaces
- A new class of decomposition integrals on finite spaces
- Theory of inclusion-exclusion integral
- Superadditive and subadditive transformations of integrals and aggregation functions
- Extensions of Capacities
- Legitimate equilibrium
- A note on the superadditive and the subadditive transformations of aggregation functions
- On linearity of pan-integral and pan-integrable functions space
- Set-valued capacities: multi-agenda decision making
- Relationship between the concave integrals and the pan-integrals on finite spaces
- Decomposition integrals
- Decomposition-integral: unifying Choquet and the concave integrals
- Sandwich games
- Coincidences of the concave integral and the pan-integral
- The cores for fuzzy games represented by the concave integral
- On the equivalence of the Choquet, pan- and concave integrals on finite spaces
- Subjective independence and concave expected utility
- \(d\)-Choquet integrals: Choquet integrals based on dissimilarities
- Convergence theorems for monotone measures
- On the equality of integrals
- Collection and decomposition integrals in multicriteria-decision support
- A further investigation of convex integrals based on monotone measures
- Integrals based on monotone set functions
- Decomposition integrals for interval-valued functions
- Joint games and compatibility
- Zero-sum games with charges
- Greedy decomposition integrals
- The concave integral with respect to Riesz space-valued capacities
- Aggregating inconclusive data sets
- On equivalence of decomposition integrals based on different monotone measures
- On the coincidence of measure-based decomposition and superdecomposition integrals
- On the coincidence of the pan-integral and the Choquet integral
- Discrete IV \(d_G\)-Choquet integrals with respect to admissible orders
- Generalized decomposition integral
- Some convergence theorems of fuzzy concave integral on fuzzy \(\sigma\)-algebra
- Concave integral with respect to imprecise probabilities
- How to make ambiguous strategies
- Capacity-Based Definite Rough Integral and Its Application
This page was built for publication: A new integral for capacities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1006563)