Extension and representation of comonotonically additive functionals

Citation
Y. Narukawa et al., Extension and representation of comonotonically additive functionals, FUZ SET SYS, 121(2), 2001, pp. 217-226
Citations number
14
Categorie Soggetti
Engineering Mathematics
Journal title
FUZZY SETS AND SYSTEMS
ISSN journal
01650114 → ACNP
Volume
121
Issue
2
Year of publication
2001
Pages
217 - 226
Database
ISI
SICI code
0165-0114(20010716)121:2<217:EAROCA>2.0.ZU;2-J
Abstract
The domain of comonotonically additive and monotone functionals on the clas s of continuous functions with compact support is extended in a natural way . A necessary and sufficient condition for which the extended functional is comonotonically additive and monotone is presented. It is shown that the e xtended functional can be represented by a Choquet integral when the extend ed functional is comonotonically additive and monotone, (C) 2001 Elsevier S cience B.V. All rights reserved.