On maxitive integration

A functional is said to be maxitive if it commutes with the (pointwise) supremum operation. Such functionals find application in particular in decision theory and related fields. In the present paper, maxitive functionals are characterized as integrals with respect to maxitive measures (also known as possibility measures or idempotent measures). These maxitive integrals are then compared with the usual additive and nonadditive integrals on the basis of some important properties, such as convexity, subadditivity, and the law of iterated expectations

On maxitive integration

The Shilkret integral is maxitive (i.e., the integral of a pointwise supremum of functions is the supremum of their integrals), but defined only for nonnegative functions. In the present paper, some properties of this integral (such as subadditivity and a law of iterated expectations) are studied, in comparison with the additive and Choquet integrals. Furthermore, the definition of a maxitive integral for all real functions is discussed. In particular, a convex, maxitive integral is introduced and some of its properties are derived

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

On the Minkowski-H\"{o}lder type inequalities for generalized Sugeno integrals with an application

In this paper, we use a new method to obtain the necessary and sufficient condition guaranteeing the validity of the Minkowski-H\"{o}lder type inequality for the generalized upper Sugeno integral in the case of functions belonging to a wider class than the comonotone functions. As a by-product, we show that the Minkowski type inequality for seminormed fuzzy integral presented by Daraby and Ghadimi in General Minkowski type and related inequalities for seminormed fuzzy integrals, Sahand Communications in Mathematical Analysis 1 (2014) 9--20 is not true. Next, we study the Minkowski-H\"{o}lder inequality for the lower Sugeno integral and the class of $\mu$-subadditive functions introduced in On Chebyshev type inequalities for generalized Sugeno integrals, Fuzzy Sets and Systems 244 (2014) 51--62. The results are applied to derive new metrics on the space of measurable functions in the setting of nonadditive measure theory. We also give a partial answer to the open problem 2.22 posed by Borzov\'a-Moln\'arov\'a and et al in The smallest semicopula-based universal integrals I: Properties and characterizations, Fuzzy Sets and Systems 271 (2015) 1--17.Comment: 19 page

The idempotent Radon--Nikodym theorem has a converse statement

Idempotent integration is an analogue of the Lebesgue integration where $\sigma$-additive measures are replaced by $\sigma$-maxitive measures. It has proved useful in many areas of mathematics such as fuzzy set theory, optimization, idempotent analysis, large deviation theory, or extreme value theory. Existence of Radon--Nikodym derivatives, which turns out to be crucial in all of these applications, was proved by Sugeno and Murofushi. Here we show a converse statement to this idempotent version of the Radon--Nikodym theorem, i.e. we characterize the $\sigma$-maxitive measures that have the Radon--Nikodym property.Comment: 13 page

A decomposition theorem for maxitive measures

A maxitive measure is the analogue of a finitely additive measure or charge, in which the usual addition is replaced by the supremum operation. Contrarily to charges, maxitive measures often have a density. We show that maxitive measures can be decomposed as the supremum of a maxitive measure with density, and a residual maxitive measure that is null on compact sets under specific conditions.Comment: 11 page

How regular can maxitive measures be?

We examine domain-valued maxitive measures defined on the Borel subsets of a topological space. Several characterizations of regularity of maxitive measures are proved, depending on the structure of the topological space. Since every regular maxitive measure is completely maxitive, this yields sufficient conditions for the existence of a cardinal density. We also show that every outer-continuous maxitive measure can be decomposed as the supremum of a regular maxitive measure and a maxitive measure that vanishes on compact subsets under appropriate conditions.Comment: 24 page

Measure and integral with purely ordinal scales

We develop a purely ordinal model for aggregation functionals for lattice valued functions, comprising as special cases quantiles, the Ky Fan metric and the Sugeno integral. For modeling findings of psychological experiments like the reflection effect in decision behaviour under risk or uncertainty, we introduce reflection lattices. These are complete linear lattices endowed with an order reversing bijection like the reflection at $0$ on the real interval $[-1,1]$. Mathematically we investigate the lattice of non-void intervals in a complete linear lattice, then the class of monotone interval-valued functions and