Choquet integral calculus on a continuous support and its applications
Journal Title: Operations Research and Decisions - Year 2016, Vol 26, Issue 1
Abstract
The results of the calculation of the Choquet integral of a monotone function on the nonnegative real line have been described. Next, the authors prepresented Choquet integral of nonmonotone functions, by constructing monotone functions from nonmonotone ones by using the increasing or decreasing rearrangement of a nonmonotone function. Finally, this paper considers some applications of these results to the continuous agregation operator OWA, and to the representation of risk measures by Choquet integral.
Authors and Affiliations
Mustapha RIDAOUI, Michel GRABISCH
Keywords
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