Choquet integral calculus on a continuous support and its applications

• Autorzy: Ridaoui M. , Grabisch M.

Identyfikatory

DOI

10.5277/ord160105

• Języki publikacji: EN

Abstrakty

EN

The results of the calculation of the Choquet integral of a monotone function on the nonnegative real line have been described. Next, the authors prepresented Choquet integral of nonmonotone functions, by constructing monotone functions from nonmonotone ones by using the increasing or decreasing rearrangement of a nonmonotone function. Finally, this paper considers some applications of these results to the continuous agregation operator OWA, and to the representation of risk measures by Choquet integral.

Słowa kluczowe

EN

Choquet integral; distorted Lebesgue measure; risk measure; OWA operator

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Operations Research and Decisions
• Rocznik: 2016
• Tom: Vol. 26, No. 1
• Strony: 73--93
• Opis fizyczny: Bibliogr. 24 poz., rys.

Twórcy

autor

Ridaoui M.

• Paris School of Economics, University of Paris I, 106-112 Bd. de l’Hopital, 75013 Paris, France

autor

Grabisch M.

• Paris School of Economics, University of Paris I, 106-112 Bd. de l’Hopital, 75013 Paris, France

Bibliografia

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Uwagi

PL

Opracowanie ze środków MNiSW w ramach umowy 812/P-DUN/2016 na działalność upowszechniającą naukę.