There are several types of nonlinear integrals with respect to nonadditive measures, such as the Choquet, Šipoš, Sugeno, and Shilkret integrals. In order to put those integrals into practical use and aim for application to various fields, it is indispensable to establish convergence theorems of such nonlinear integrals. However, they have individually been discussed for each of the integrals up to the present. In this article, several important convergence theorems of nonlinear integrals, such as the monotone convergence theorem, the bounded convergence theorem, and the Vitali convergence theorem, are formulated in a unified way regardless of the types of integrals.
Nonadditive measure Nonlinear integral Integral functional Convergence theorem Perturbation
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This work was supported by JSPS KAKENHI Grant Number 17K05293.
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