In this paper, we consider the Choquet integrals with respect to a capacity and the Choquet integral expected utility (CEU) represented by the preference functionals. In particular, by using the CEU preference functionals, we investigate the evaluation of Korea’s animal exports with the trading partners examined. AMS subject classification: 28E10, 28E20, 03E72, 26E50 11B68.

In Song and Yan (2006), we introduced risk measures which are comonotonic subadditive or comonotonic convex, and gave their representations in terms of Choquet integrals. Independently, Heyde et al. (2006) proposed a data based risk measure in which the comonotonic subadditivity is taken as an axiom. The present paper proposes an axiomatic approach to some new risk measures and gives their repr...

Sensor and algorithm fusion is playing an increasing role in many application domains. As detection and recognition problems become more complex and costly (for example, landmine detection and automatic target recognition), it is apparent that no single source of information can provide the ultimate solution. However, complementary information can be derived from multiple sources. Given a set o...

The Choquet integral is a tool for the information fusion that is very effective in the case where fuzzy measures associated with it are well chosen. In this paper, we propose a new approach for calculating fuzzy measures associated with the Choquet integral in a context of data fusion in multimodal biometrics. The proposed approach is based on genetic algorithms. It has been validated in two d...

In works dealing with capacities (fuzzy measures) and the Choquet integral on finite spaces, it is usually considered that all subsets of the universe are measureable. Hence, all functions are integrable in the sense of Choquet. We consider the situation where some subsets are not measurable (not feasible), so that there are nonintegrable functions. Since this is a severe limitation in applicat...

in this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in f(t,x(t))dt +g(t,x(t))dw_t$ in which the multifunction $f$ is semimonotone and hemicontinuous and the operator-valued multifunction $g$ satisfies a lipschitz condition. we define the it^{o} stochastic integral of operator set-valued stochastic pr...