DOI QR코드

DOI QR Code

쇼케이 적분과 구간치 필요측도

Choquet integrals and interval-valued necessity measures

  • Jang, Lee-Chae (Dept of Mathematics and Computer Science, Konkuk University) ;
  • Kim, Tae-Kyun (Division of General Education, Kwangwoon University)
  • 투고 : 2009.04.06
  • 심사 : 2009.06.04
  • 발행 : 2009.08.25

초록

Y. R$\acute{e}$ball$\acute{e}$ [11]교수는 쇼케이적분 기준에 의한 필요측도의 표현에 관해 조사한다. 또한 쇼케이적분 표현관 관련된 필요측도의 순위를 결정 연장을 생각한다. 이 논문에서, 우리는 결정연장이 쇼케이 기대효용에 따른 애매한(구간치로 명명함) 필요측도를 가지는 경우를 생각한다. 더욱이, 구간치 필요측도에 대한 단조 집합치 함수를 갖는 기호에 대한 약 쇼케이적분표현과 필요측도에 대한 구간치 효용함수를 갖는 기호에 대한 강 쇼케이적분 표현에 대한 두 가지 정리를 증명한다.

Y. R$\acute{e}$ball$\acute{e}$ [11] discussed the representation of necessity measure through the Choquet integral criterian. He also consider a decision maker who ranks necessity measures related with Choquet integral representation. In this paper, we consider a decision maker have an "ambiguity"(say, interval-valued) necessity measure according to their Choquet's expected utility. Furthermore, we prove two theorems which are weak Choquet integral representation of preferences with a monotone set function for interval-valued necessity measures and strong Choquet integral representation of preferences with an interval-valued utility function for necessity measures.

키워드

참고문헌

  1. J. Aubin, Set-valued analysis, Birkause, Boston, 1990
  2. R.J. Aumann, Integrals of set-valued functions, J. Math. Anal. Appl., vol.12, pp.1-12, 1965 https://doi.org/10.1016/0022-247X(65)90049-1
  3. G. Choquet, Theory of capacity, Annales de Institut Fourier, vol.5, pp.131-295, 1953
  4. E. Groes, H.J. Jacobsen, B. Sloth, and T. Tranaes, Axiomatic characterizations of the Choquet integral, Econom. Theory, vol.12, no.2 pp.441-448, 1998 https://doi.org/10.1007/s001990050230
  5. L. C. Jang, B.M. Kil, Y.K. Kim and J. S. Kwon, Some properties of Choquet integrals of set-valued functions, Fuzzy Sets and Systems, vol.91, pp.95-98, 1997 https://doi.org/10.1016/S0165-0114(96)00124-8
  6. L. C. Jang and J. S. Kwon, On the representation of Choquet integrals of set-valued functions and null sets, Fuzzy Sets and Systems, vol.112 pp.233-239, 2000 https://doi.org/10.1016/S0165-0114(98)00184-5
  7. L.C. Jang, Interval-valued Choquet integrals and their applications, J. of Applied Mathematics and computing, vol.16, no.1-2, 2004 https://doi.org/10.1007/BF02936147
  8. L.C. Jang, Some characterizations of interval-valued Choquet price functionals, J. of Fuzzy Logic and Intelligent Systems, vol.16, no. 2, pp.247-251, 2006 https://doi.org/10.5391/JKIIS.2006.16.2.247
  9. L.C. Jang, Interval-valued Choquet integrals and applications in pricing risks, J. of Fuzzy Logic and Intelligent Systems, vol.17, no. 4, pp.451-454, 2007 https://doi.org/10.5391/JKIIS.2007.17.4.451
  10. T. Murofushi and M. Sugeno, A theory of Fuzzy measures: representations, the Choquet integral, and null sets, J. Math. Anal. and Appl., Vol.159, pp.532-549, 1991 https://doi.org/10.1016/0022-247X(91)90213-J
  11. Yann Rebille, Decision making over necessity measures through the Choquet integral criterion, Fuzzy Sets and Systems, vol.157, pp.3025-3039, 2006 https://doi.org/10.1016/j.fss.2006.06.001
  12. D. Schmeidler, Integral representation without additivity, Proc. Amer. Math. Soc. vol.97, no.2, pp.225-261, 1986
  13. D. Schmeidler, Subjective probability and expected utility without additivity, Econometrica vol.57, pp.571-587, 1989 https://doi.org/10.2307/1911053
  14. L.A. Zadeh, Fuzzy sets as a basic for a theory of possibility, Fuzzy Sets and Systems, vol.1, pp.3-28, 1978 https://doi.org/10.1016/0165-0114(78)90029-5