• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 2004.04a
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• pp.394-397
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• 2004

In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.1
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• pp.98-103
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• 2005

In this paper, we consider interval number-valued random variables and fuzzy number-valued random variables and discuss Choquet integrals of them. Using these properties, we define the Choquet expected value of fuzzy number-valued random variables which is a natural generalization of the Lebesgue expected value of fuzzy random variables. Furthermore, we discuss some application of them.