Representation of maxitive measures: an overview

Idempotent integration is an analogue of Lebesgue integration where $\sigma$-maxitive measures replace $\sigma$-additive measures. In addition to reviewing and unifying several Radon--Nikodym like theorems proven in the literature for the idempotent integral, we also prove new results of the same kind.Comment: 40 page

Autocontinuity and convergence theorems for the Choquet integral

Our aim is to provide some convergence theorems for the Choquet integral with respect to various notions of convergence. For instance, the dominated convergence theorem for almost uniform convergence is related to autocontinuous set functions. Autocontinuity can also be related to convergence in measure, strict convergence or mean convergence. Whereas the monotone convergence theorem for almost uniform convergence is related to monotone autocontinuity, a weaker version than autocontinuity.

Vector valued information measures and integration with respect to fuzzy vector capacities

[EN] Integration with respect to vector-valued fuzzy measures is used to define and study information measuring tools. Motivated by some current developments in Information Science, we apply the integration of scalar functions with respect to vector-valued fuzzy measures, also called vector capacities. Bartle-Dunford-Schwartz integration (for the additive case) and Choquet type integration (for the non-additive case) are considered, showing that these formalisms can be used to define and develop vector-valued impact measures. Examples related to existing bibliometric tools as well as to new measuring indices are given.The authors would like to thank both Prof. Dr. Olvido Delgado and the referee for their valuable comments and suggestions which helped to prepare the manuscript. The first author gratefully acknowledges the support of the Ministerio de Economia, Industria y Competitividad (Spain) under project MTM2016-77054-C2-1-P.Sánchez Pérez, EA.; Szwedek, R. (2019). Vector valued information measures and integration with respect to fuzzy vector capacities. Fuzzy Sets and Systems. 355:1-25. https://doi.org/10.1016/j.fss.2018.05.004S12535

The Target-Based Utility Model. The role of Copulas and of Non-Additive Measures

My studies and my Ph.D. thesis deal with topics that recently emerged in the field of decisions under risk and uncertainty. In particular, I deal with the "target-based approach" to utility theory. A rich literature has been devoted in the last decade to this approach to economic decisions: originally, interest had been focused on the "single-attribute" case and, more recently, extensions to "multi-attribute" case have been studied. This literature is still growing, with a main focus on applied aspects. I will, on the contrary, focus attention on some aspects of theoretical type, related with the multi-attribute case. Various mathematical concepts, such as non-additive measures, aggregation functions, multivariate probability distributions, and notions of stochastic dependence emerge in the formulation and the analysis of target-based models. Notions in the field of non-additive measures and aggregation functions are quite common in the modern economic literature. They have been used to go beyond the classical principle of maximization of expected utility in decision theory. These notions, furthermore, are used in game theory and multi-criteria decision aid. Along my work, on the contrary, I show how non-additive measures and aggregation functions emerge in a natural way in the frame of the target-based approach to classical utility theory, when considering the multi-attribute case. Furthermore they combine with the analysis of multivariate probability distributions and with concepts of stochastic dependence. The concept of copula also constitutes a very important tool for this work, mainly for two purposes. The first one is linked to the analysis of target-based utilities, the other one is in the comparison between classical stochastic order and the concept of "stochastic precedence". This topic finds its application in statistics as well as in the study of Markov Models linked to waiting times to occurrences of words in random sampling of letters from an alphabet. In this work I give a generalization of the concept of stochastic precedence and we discuss its properties on the basis of properties of the connecting copulas of the variables. Along this work I also trace connections to reliability theory, whose aim is studying the lifetime of a system through the analysis of the lifetime of its components. The target-based model finds an application in representing the behavior of the whole system by means of the interaction of its components

Generalized Lebesgue integral

AbstractA new definition of integral-like functionals exploiting the ideas of the Lebesgue integral construction and extending the idea of pan-integrals is given. Some convergence theorems for sequence of measurable functions are discussed. As a result, a theoretical basis for applications of the generalized Lebesgue integral is provided. Several types of integrals known from the literature are shown to be special cases of generalized Lebesgue integral

The Target-Based Utility Model. The role of Copulas and of Non-Additive Measures

My studies and my Ph.D. thesis deal with topics that recently emerged in the field of decisions under risk and uncertainty. In particular, I deal with the "target-based approach" to utility theory. A rich literature has been devoted in the last decade to this approach to economic decisions: originally, interest had been focused on the "single-attribute" case and, more recently, extensions to "multi-attribute" case have been studied. This literature is still growing, with a main focus on applied aspects. I will, on the contrary, focus attention on some aspects of theoretical type, related with the multi-attribute case. Various mathematical concepts, such as non-additive measures, aggregation functions, multivariate probability distributions, and notions of stochastic dependence emerge in the formulation and the analysis of target-based models. Notions in the field of non-additive measures and aggregation functions are quite common in the modern economic literature. They have been used to go beyond the classical principle of maximization of expected utility in decision theory. These notions, furthermore, are used in game theory and multi-criteria decision aid. Along my work, on the contrary, I show how non-additive measures and aggregation functions emerge in a natural way in the frame of the target-based approach to classical utility theory, when considering the multi-attribute case. Furthermore they combine with the analysis of multivariate probability distributions and with concepts of stochastic dependence. The concept of copula also constitutes a very important tool for this work, mainly for two purposes. The first one is linked to the analysis of target-based utilities, the other one is in the comparison between classical stochastic order and the concept of "stochastic precedence". This topic finds its application in statistics as well as in the study of Markov Models linked to waiting times to occurrences of words in random sampling of letters from an alphabet. In this work I give a generalization of the concept of stochastic precedence and we discuss its properties on the basis of properties of the connecting copulas of the variables. Along this work I also trace connections to reliability theory, whose aim is studying the lifetime of a system through the analysis of the lifetime of its components. The target-based model finds an application in representing the behavior of the whole system by means of the interaction of its components

Some Fubini theorems on product sigma-algebras for non-additive measures

We give some Fubini's theorems (interversion of the order of integration and product capacities) in the framework of the Choquet integral for product sigma-algebras. Following Ghirardato this is performed by considering slice-comonotonic functions. Our results can be easily interpreted for belief functions, in the Dempster and Shafer setting.Choquet integral, product capacity.