This paper discusses the functional I deΓΏned on the class of continuous functions, which is comonotonically additive and monotone. The notion of regular fuzzy measure is proposed and the uniqueness theorem of regular fuzzy measure is shown. It is also shown that I can be represented by the di erence
β¦ LIBER β¦
Signed integral representations of comonotonic additive functionals
β Scribed by Simone Cerreia-Vioglio; Fabio Maccheroni; Massimo Marinacci; Luigi Montrucchio
- Book ID
- 113721434
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 274 KB
- Volume
- 385
- Category
- Article
- ISSN
- 0022-247X
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