• Title/Summary/Keyword: interval-Choquet integral

Search Result 23, Processing Time 0.026 seconds

THE AUTOCONTINUITY OF MONOTONE INTERVAL-VALUED SET FUNCTIONS DEFINED BY THE INTERVAL-VALUED CHOQUET INTEGRAL

  • Jang, Lee-Chae
    • Honam Mathematical Journal
    • /
    • v.30 no.1
    • /
    • pp.171-183
    • /
    • 2008
  • In a previous work [18], the authors investigated autocontinuity, converse-autocontinuity, uniformly autocontinuity, uniformly converse-autocontinuity, and fuzzy multiplicativity of monotone set function defined by Choquet integral([3,4,13,14,15]) instead of fuzzy integral([16,17]). We consider nonnegative monotone interval-valued set functions and nonnegative measurable interval-valued functions. Then the interval-valued Choquet integral determines a new nonnegative monotone interval-valued set function which is a generalized concept of monotone set function defined by Choquet integral in [18]. These integrals, which can be regarded as interval-valued aggregation operators, have been used in [10,11,12,19,20]. In this paper, we investigate some characterizations of monotone interval-valued set functions defined by the interval-valued Choquet integral such as autocontinuity, converse-autocontinuity, uniform autocontinuity, uniform converse-autocontinuity, and fuzzy multiplicativity.

Some Characterizations of the Choquet Integral with Respect to a Monotone Interval-Valued Set Function

  • Jang, Lee-Chae
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.13 no.1
    • /
    • pp.83-90
    • /
    • 2013
  • Intervals can be used in the representation of uncertainty. In this regard, we consider monotone interval-valued set functions and the Choquet integral. This paper investigates characterizations of monotone interval-valued set functions and provides applications of the Choquet integral with respect to monotone interval-valued set functions, on the space of measurable functions with the Hausdorff metric.

Some characterizations of a mapping defined by interval-valued Choquet integrals

  • Jang, Lee-Chae;Kim, Hyun-Mee
    • International Journal of Fuzzy Logic and Intelligent Systems
    • /
    • v.7 no.1
    • /
    • pp.66-70
    • /
    • 2007
  • Note that Choquet integral is a generalized concept of Lebesgue integral, because two definitions of Choquet integral and Lebesgue integral are equal if a fuzzy measure is a classical measure. In this paper, we consider interval-valued Choquet integrals with respect to fuzzy measures(see [4,5,6,7]). Using these Choquet integrals, we define a mappings on the classes of Choquet integrable functions and give an example of a mapping defined by interval-valued Choquet integrals. And we will investigate some relations between m-convex mappings ${\phi}$ on the class of Choquet integrable functions and m-convex mappings $T_{\phi}$, defined by the class of closed set-valued Choquet integrals with respect to fuzzy measures.

A note on distance measure and similarity measure defined by Choquet integral on interval-valued fuzzy sets (구간치 퍼지집합 상에서 쇼케이적분에 의해 정의된 거리측도와 유사측도에 관한 연구)

  • Jang, Lee-Chae
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.17 no.4
    • /
    • pp.455-459
    • /
    • 2007
  • Interval-valued fuzzy sets were suggested for the first time by Gorzafczany(1983) and Turksen(1986). Based on this, Zeng and Li(2006) introduced concepts of similarity measure and entropy on interval-valued fuzzy sets which are different from Bustince and Burillo(1996). In this paper, by using Choquet integral with respect to a fuzzy measure, we introduce distance measure and similarity measure defined by Choquet integral on interval-valued fuzzy sets and discuss some properties of them. Choquet integral is a generalization concept of Lebesgue inetgral, because the two definitions of Choquet integral and Lebesgue integral are equal if a fuzzy measure is a classical measure.

Structural characterizations of monotone interval-valued set functions defined by the interval-valued Choquet integral (구간치 쇼케이적분에 의해 정의된 단조 구간치 집합함수의 구조적 성질에 관한 연구)

  • Jang, Lee-Chae
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.18 no.3
    • /
    • pp.311-315
    • /
    • 2008
  • We introduce nonnegative interval-valued set functions and nonnegative measurable interval-valued Junctions. Then the interval-valued Choquet integral determines a new nonnegative monotone interval-valued set function which is a generalized concept of monotone set function defined by Choquet integral in [17]. We also obtained absolutely continuity of them in [9]. In this paper, we investigate some characterizations of the monotone interval-valued set function defined by the interval-valued Choquet integral, and such as subadditivity, superadditivity, null-additivity, converse-null-additivity.

Interval-valued Choquet Integrals and applications in pricing risks (구간치 쇼케이적분과 위험률 가격 측정에서의 응용)

  • Jang, Lee-Chae
    • Proceedings of the Korean Institute of Intelligent Systems Conference
    • /
    • 2007.04a
    • /
    • pp.209-212
    • /
    • 2007
  • Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}_1,\;{\mu}_2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

  • PDF

Interval-valued Choquet integrals and applications in pricing risks (구간치 쇼케이적분과 위험률 가격 측정에서의 응용)

  • Jang, Lee-Chae
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.17 no.4
    • /
    • pp.451-454
    • /
    • 2007
  • Non-additive measures and their corresponding Choquet integrals are very useful tools which are used in both insurance and financial markets. In both markets, it is important to update prices to account for additional information. The update price is represented by the Choquet integral with respect to the conditioned non-additive measure. In this paper, we consider a price functional H on interval-valued risks defined by interval-valued Choquet integral with respect to a non-additive measure. In particular, we prove that if an interval-valued pricing functional H satisfies the properties of monotonicity, comonotonic additivity, and continuity, then there exists an two non-additive measures ${\mu}1,\;{\mu}2$ such that it is represented by interval-valued choquet integral on interval-valued risks.

Choquet integrals and interval-valued necessity measures (쇼케이 적분과 구간치 필요측도)

  • Jang, Lee-Chae;Kim, Tae-Kyun
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.19 no.4
    • /
    • pp.499-503
    • /
    • 2009
  • 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.

A NOTE ON THE MONOTONE INTERVAL-VALUED SET FUNCTION DEFINED BY THE INTERVAL-VALUED CHOQUET INTEGRAL

  • Jang, Lee-Chae
    • Communications of the Korean Mathematical Society
    • /
    • v.22 no.2
    • /
    • pp.227-234
    • /
    • 2007
  • At first, we consider nonnegative monotone interval-valued set functions and nonnegative measurable interval-valued functions. In this paper we investigate some properties and structural characteristics of the monotone interval-valued set function defined by an interval-valued Choquet integral.