The integral inequalities known for the Lebesgue integral are discussed in the framework of the Choquet integral. While the Jensen inequality was known to be valid for the Choquet integral without any additional constraints, this is not more true for the Cauchy, Minkowski, Hölder and other inequalities. For a fixed monotone measure, constraints on the involved functions sufficient to guarantee ...

Fuzzy measures were introduced by M Sugeno in in order to express a grade of fuzziness in the same way that probability measures express a grade of random ness The Sugeno fuzzy integrals are the functionals with monotonicity de ned by using fuzzy measures Later on Murofushi and Sugeno proposed another type of fuzzy integral the Choquet integral based on the Capacity Theory developed by G Choque...

An exponential inequality for Choquet expectation is discussed. We also obtain a strong law of large numbers based on Choquet expectation. The main results of this paper improve some previous results obtained by many researchers.

Choquet-integral-based evaluation models are proposed. The evaluation parameters – fuzzy measures – are assigned from a fuzzy rule table. There are three variations in this model: TF-, BP-, and AV-type models. The TF-type model is a natural extension of ordinal Choquet integrals. The BP-type model involves an evaluation using a reference point. The AV-type model involves a neutral evaluation me...

In this paper a multi-criteria decision aiding model is developed through the use of the Choquet integral. The proposed model is an extension of the TODIM method, which is based on nonlinear Cumulative Prospect Theory. The paper starts by reviewing the first steps of behavioral decision theory. A presentation of the TODIM method follows. The basic concepts of the Choquet integral as related to ...

Coherent and convex risk measures, Choquet expectation and Peng’s g-expectation are all generalizations of mathematical expectation. All have been widely used to assess financial riskiness under uncertainty. In this paper, we investigate differences amongst these risk measures and expectations. For this purpose, we constrain our attention of coherent and convex risk measures, and Choquet expect...

Jang, Kim and Kwon introduced a multi-valued Choquet integral for multifunctions with respect to real fuzzy measures and Zhang, Guo and Liu established for this kind of integral some convergence theorems. The aim of this paper is to present another type of set-valued Choquet integral, called by us the Aumann-Choquet integral, for non-negative measurable functions with respect to multisubmeasure...

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...

When there are interactions among the independent variables, the performances of the most often used multiple regression models and ridge regression model are not well enough. In contrast, the Choquet integral takes into account the interactions among independent variables, the discrete Choquet integral regression models based on some non-negative valued fuzzy measures or monotonic measure can ...

Both the well known fuzzy measures, λ-measure and P-measure, have only one solution of measure function with no more choice. In this study, we propose the power-transformed-measures for any given fuzzy measure, those new measures with infinitely many solution of measure function can be chosen the best one to apply for improving the forecasting performances. A real data experiment by using a 5-f...