• Journal of applied mathematics & informatics
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• v.16 no.1_2
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• pp.429-443
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• 2004

In this paper, using Zhang, Guo and Liu's comments in [17], we define interval-valued functionals and investigate their properties. Furthermore, we discuss some applications of interval-valued Choquet expectations.

• 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.

• Journal of the Korean Institute of Intelligent Systems
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• v.16 no.2
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• pp.247-251
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• 2006

In this paper, we define an interval-valued Choquet price functional which is a useful tool as the price of an insurance contract with ambiguity payoffs and investigate some characterizations of them. Moreover, we show that the insurance price with ambiguity payoffs has an interval-valued Choquet integral representation with respect to a capacity.

• Proceedings of the Korean Society of Computational and Applied Mathematics Conference
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• 2003.09a
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• pp.7-7
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• 2003

We studied closed set-valued Choquet integrals in two papers(1997, 2000) and convergence theorems under some sufficient conditions in two papers(2003), for examples : (i) convergence theorems for monotone convergent sequences of Choquet integrably bounded closed set-valued functions, (ii) covergence theorems for the upper limit and the lower limit of a sequence of Choquet integrably bounded closed set-valued functions. In this presentation, we consider fuzzy number-valued functions and define Choquet integrals of fuzzy number-valued functions. But these concepts of fuzzy number-valued Choquet inetgrals are all based on the corresponding results of interval-valued Choquet integrals. We also discuss their properties which are positively homogeneous and monotonicity of fuzzy number-valued Choquet integrals. Furthermore, we will prove convergence theorems for fuzzy number-valued Choquet integrals. They will be used in the following applications : (1) Subjectively probability and expectation utility without additivity associated with fuzzy events as in Choquet integrable fuzzy number-valued functions, (2) Capacity measure which are presented by comonotonically additive fuzzy number-valued functionals, and (3) Ambiguity measure related with fuzzy number-valued fuzzy inference.

• Journal of the Chungcheong Mathematical Society
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• v.32 no.1
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• pp.139-147
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• 2019

In this paper we introduce the AP-Henstock-Stieltjes integral for fuzzy-number-valued functions on infinite interval and investigate some properties.

• Korean Journal of Mathematics
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• v.31 no.3
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• pp.323-337
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• 2023

In this paper, we have defined bicomplex valued functions of bounded variations and rectifiable hyperbolic path. We have studied the integration of product-type bicomplex valued functions on rectifiable hyperbolic path. Also we have established bicomplex analogue of the Fundamental Theorem of Calculus for hyperbolic line integral.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.10 no.3
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• pp.224-229
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• 2010

In this paper, using fuzzy complex valued functions and fuzzy complex valued fuzzy measures ([11]) and interval-valued Choquet integrals ([2-6]), we define Choquet integral with respect to a fuzzy complex valued fuzzy measure of a fuzzy complex valued function and investigate some basic properties of them.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.7 no.1
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• pp.66-70
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• 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.

• Bulletin of the Korean Mathematical Society
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• v.40 no.1
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• pp.139-147
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• 2003

In this paper, we consider Choquet integrals of interval number-valued functions(simply, interval number-valued Choquet integrals). Then, we prove a convergence theorem for interval number-valued Choquet integrals with respect to an autocontinuous fuzzy measure.

• 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.