The domination of g-evaluations and Choquet evaluations

Citation
He, Kun et Hu, Ming Shang, The domination of g-evaluations and Choquet evaluations, Acta mathematica Sinica. English series (Print) , 29(5), 2013, pp. 1027-1032
ISSN journal
14398516
Volume
29
Issue
5
Year of publication
2013
Pages
1027 - 1032
Database
ACNP
SICI code
Abstract
In this paper, we obtain that a convex g evaluation can be dominated by the corresponding Choquet evaluation if and only if the g has the form g(t, y, z) = µ t y+h(t, z), where h(t, z) is positively homogeneous and subadditive with respect to z.