Choquet integral calculus on a continuous support and its applications

Abstract : In this paper we give representation results about the calculation of the Choquet integral of a monotone function on the nonnegative real line. Next, we represent the Choquet integral of nonmonotone functions, by construction of monotone functions from nonmonotone ones, by using the increasing and decreasing rearrangement of a nonmono-tone function. Finally, this paper is completed with some applications of these results to the continuous agregation operator OWA, and to the representation of risk measures by Choquet integral.
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Submitted on : Wednesday, September 28, 2016 - 3:15:39 PM
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Mustapha Ridaoui, Michel Grabisch. Choquet integral calculus on a continuous support and its applications. Operations Research and Decisions, Wroclaw University of Science and Technology, 2016. ⟨hal-01373325⟩

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