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On maxitive integration

Cattaneo, Marco E. G. V.

Authors

Marco E. G. V. Cattaneo



Abstract

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.

Citation

Cattaneo, M. E. G. V. (2016). On maxitive integration. Fuzzy Sets and Systems, 304, 65-81. https://doi.org/10.1016/j.fss.2016.02.008

Journal Article Type Article
Acceptance Date Feb 8, 2016
Online Publication Date Feb 11, 2016
Publication Date Dec 1, 2016
Deposit Date Mar 23, 2016
Publicly Available Date Mar 29, 2024
Journal Fuzzy sets and systems
Print ISSN 0165-0114
Publisher Elsevier
Peer Reviewed Peer Reviewed
Volume 304
Pages 65-81
DOI https://doi.org/10.1016/j.fss.2016.02.008
Keywords Maxitive measures; Nonadditive integrals; Choquet integral; Convexity; Subadditivity; Law of iterated expectations
Public URL https://hull-repository.worktribe.com/output/434038
Publisher URL http://www.sciencedirect.com/science/article/pii/S0165011416300252
Additional Information Authors' accepted manuscript of article published in: Fuzzy sets and systems, 2016, v.304.

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