Abstract
The concave and decomposition-integrals for capacities defined over finite spaces are introduced. The decomposition integral is based on allowable decompositions of a random variable and it generalizes the Choquet, concave, Shilkret and Pan integrals. Further research directions are given at the end of the paper.
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Notes
- 1.
Coincidentally, the notation \(\mathcal{F}^{Ch}\), derived from the word chain, resonates with the notation \(\int ^{Ch}\) that derives from Choquet.
- 2.
\(X \cdot \alpha _j\) denotes the inner product of X and \( \alpha _j\).
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Lehrer, E. (2019). The Concave and Decomposition Integrals: A Review and Future Directions. In: Halaš, R., Gagolewski, M., Mesiar, R. (eds) New Trends in Aggregation Theory. AGOP 2019. Advances in Intelligent Systems and Computing, vol 981. Springer, Cham. https://doi.org/10.1007/978-3-030-19494-9_2
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