Fubini-Like Theorem of Real-Valued Choquet Integrals for Set-Valued Mappings

被引：1
作者：
Zong, Gaofeng [1 ,2 ]
Chen, Zengjing [2 ,3 ]
Lan, Yuting [3 ]
机构：
[1] Shandong Univ Finance & Econ, Sch Math & Quantitat Econ, Jinan, Peoples R China
[2] Shandong Univ Finance & Econ, Sch Math, Jinan, Peoples R China
[3] Shandong Univ Finance & Econ, Inst Financial Study, Jinan, Peoples R China
来源：
INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS | 2016年 / 24卷 / 03期
基金：
美国国家科学基金会;
关键词：
Fubini-like theorem; Choquet integral; comonotonic; random set; set-valued mapping; NONADDITIVE MEASURE; LUSINS THEOREM; MEASURE-SPACES; EGOROFF THEOREM; CAPACITIES; PROBABILITIES; PRODUCTS;
D O I：
10.1142/S0218488516500197
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
The purpose of this paper is to establish a Fubini-like theorem of real-valued Choquet integrals for set-valued mappings in the frame of capacity theory. To this, we introduce the comonotonic random sets and slice-comonotonic set-valued mappings, which to make, good use of the comonotonic additivity of Choquet integrals.
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页码：387 / 403
页数：17
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