- Tytuł:
- Choquet integral calculus on a continuous support and its applications
- Autorzy:
-
Ridaoui, M.
Grabisch, M. - Powiązania:
- https://bibliotekanauki.pl/articles/406259.pdf
- Data publikacji:
- 2016
- Wydawca:
- Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
- Tematy:
-
Choquet integral
distorted Lebesgue measure
risk measure
OWA operator - Opis:
- 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.
- Źródło:
-
Operations Research and Decisions; 2016, 26, 1; 73-93
2081-8858
2391-6060 - Pojawia się w:
- Operations Research and Decisions
- Dostawca treści:
- Biblioteka Nauki
Artykuł