• Title/Summary/Keyword: Choquet integrals

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Signed interval-valued Choquet integrals (부호가 있는 구간치 쇼케이 적분)

  • Jang, Lee-Chae;Kim, Tae-Kyun
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2004.10a
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    • pp.331-334
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    • 2004
  • In this paper, we define signed interval-valued Choquet integrals and shows the signed interval-valued Choquet integrals can model violations of separability and monotonicity Furthermore, we discuss some applications to intertemporal preference, asset pricing, and welfare evauations.

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AXIOMATIC CHARACTERIZATIONS OF SIGNED INTERVAL-VALUED CHOQUET INTEGRALS

  • Jang, Lee-Chae
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.489-503
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    • 2007
  • In this paper, we define signed interval-valued Choquet integrals which have numerous applications in mathematical economics, informatiom theory, expected utility theory, and risk analysis on interval-valued random variables, for examples: interval-valued random payments and interval-valued random profiles, etc. And we discuss axiomatic characterizations of them. Furthermore, we fine some condition that comonotonic additivity of symmetric Choquet integrals on interval-valued random payments is satisfied and give two examples related the main theorem.

On compact set-valued Choquet integrals (컴팩트 집합치 쇼케이 적분에 관한 연구)

  • Kim Hyun Mee;Jang Lee Chae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2005.04a
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    • pp.170-173
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    • 2005
  • We note that Jang et at. studied closed set-valued Choquet integrals with respect to fuzzy measures. In this paper, we consider Choquet integrals of compact set-valued functions, and prove some properties of them. In particular, using compact set-valued functions, instead of interval valued we investigate characterization of compact set-valued Choquet integrals.

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On set-valued Choquet integrals and convergence theorems(II) (집합치 쇼케이적분과 수렴정리에 관한 연구(II))

  • Jang, Lee-Chae;Kim, Tae-Kyun;Jeon, Jong-Duek
    • Journal of the Korean Institute of Intelligent Systems
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    • v.12 no.4
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    • pp.323-326
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    • 2002
  • In this paper, we consider Choquet integrals of interval number-valued functions(simply, interval number-valued Choquet integrals). Then, we prove convergence theorem for interval number-valued Choquet integrals with respect to an autocontinuous fuzzy measure.

A note on compact set-valued Choquet integrals (콤팩트 집합치 쇼케이적분에 관한 연구)

  • Jang Lee-Chae;Kim Hyun-Mee
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.5
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    • pp.588-592
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    • 2005
  • We note that Jang et al. studied closed set-valued Choquet integrals with respect to fuzzy measures. In this paper, we consider Choquet integrals of compact set-valued functions, and prove some properties of them. In particular, using compact set-valued functions instead of interval valued, we investigate characterization of compact set-valued Choquet integrals.

On Lebesgue-type theorems for interval-valued Choquet integrals with respect to a monotone set function. (단조집합함수에 의해 정의된 구간치 쇼케이적분에 대한 르베그형태 정리에 관한 연구)

  • Jang, Lee-Chae;Kim, Tae-Kyun
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2007.11a
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    • pp.195-198
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    • 2007
  • In this paper, we consider Lebesgue-type theorems in non-additive measure theory and then investigate interval-valued Choquet integrals and interval-valued fuzzy integral with respect to a additive monotone set function. Furthermore, we discuss the equivalence among the Lebesgue's theorems, the monotone convergence theorems of interval-valued fuzzy integrals with respect to a monotone set function and find some sufficient condition that the monotone convergence theorem of interval-valued Choquet integrals with respect to a monotone set function holds.

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On Lebesgue-type theorems for interval-valued Choquet integrals with respect to a monotone set function (단조집합함수에 의해 정의된 구간치 쇼케이적분에 대한 르베그형태 정리에 관한 연구)

  • Jang, Lee-Chae;Kim, Tae-Kyun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.6
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    • pp.749-753
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    • 2007
  • In this paper, we consider Lebesgue-type theorems in non-additive measure theory and then investigate interval valued Choquet integrals and interval-valued fuzzy integral with respect to a additive monotone set function. Furthermore, we discuss the equivalence among the Lebesgue's theorems, the monotone convergence theorems of interval-valued fuzzy integrals with respect to a monotone set function and find some sufficient condition that the monotone convergence theorem of interval-valued Choquet integrals with respect to a monotone set function holds.

On fuzzy preinvex mappings associated with interval-valued Choquet integrals

  • Lee, Chae-Jang;Kim, Hyun-Mee
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2008.04a
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    • pp.127-128
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    • 2008
  • In this paper, we consider define fuzzy invex sets and fuzzy preinvex functions on the class of Choquet integrable functions, and interval-valued fuzzy invex sets and interval-valued fuzzy preinvex functions on the class of interval-valued Choquet integrals. And also we prove some properties of them.

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