English
Related papers

Related papers: Choquet integration with submodular function on me…

200 papers

We introduce a new and extensive theory of noncommutative convexity along with a corresponding theory of noncommutative functions. We establish noncommutative analogues of the fundamental results from classical convexity theory, and apply…

Operator Algebras · Mathematics 2025-06-11 Kenneth R. Davidson , Matthew Kennedy

We study randomly distorted Choquet integrals with respect to a capacity c on a measurable space ({\Omega},F), where the capacity c is distorted by a G-measurable random distortion function (with G a sub-{\sigma}-algebra of F). We establish…

Probability · Mathematics 2025-09-23 Ohood Aldalbahi , Miryana Grigorova

We explore the finite-dimensional part of the non-commutative Choquet boundary of an operator algebra. In other words, we seek finite-dimensional boundary representations. Such representations may fail to exist even when the underlying…

Operator Algebras · Mathematics 2020-09-29 Raphaël Clouâtre , Ian Thompson

We derive computational formulas for the generalized Choquet integral based on the novel survival function introduced by M. Boczek et al. [1]. We demonstrate its usefulness on the Knapsack problem and the problem of accommodation options.…

Optimization and Control · Mathematics 2023-06-23 Stanislav Basarik , Jana Borzová , Lenka Halčinová , Jaroslav Šupina

This paper addresses the question of which models fit with information concerning the preferences of the decision maker over each attribute, and his preferences about aggregation of criteria (interacting criteria). We show that the…

Discrete Mathematics · Computer Science 2008-12-18 Christophe Labreuche , Michel Grabisch

The Choquet integral is a preference model used in Multiple Criteria Decision Aiding (MCDA) to deal with interactions between criteria. The Stochastic Multiobjective Acceptability Analysis (SMAA) is an MCDA methodology used to take into…

Optimization and Control · Mathematics 2013-02-28 Silvia Angilella , Salvatore Corrente , Salvatore Greco

Set-functions appear in many areas of computer science and applied mathematics, such as machine learning, computer vision, operations research or electrical networks. Among these set-functions, submodular functions play an important role,…

Machine Learning · Computer Science 2010-11-17 Francis Bach

We introduce the concept of quotient-convergence for sequences of submodular set functions, providing, among others, a new framework for the study of convergence of matroids through their rank functions. Extending the limit theory of…

Combinatorics · Mathematics 2024-06-17 Kristóf Bérczi , Márton Borbényi , László Lovász , László Márton Tóth

The paper presents an analysis on the use of integrals defined for non-additive measures (or capacities) as the Choquet and the \Sipos{} integral, and the multilinear model, all seen as extensions of pseudo-Boolean functions, and used as a…

Discrete Mathematics · Computer Science 2008-12-18 Michel Grabisch , Christophe Labreuche , Jean-Claude Vansnick

We aim at representing the recently introduced conditional aggregation-based Choquet integral as a standard Choquet integral on a hyperset. The representation is one of transformations considered by R.R. Yager and R. Mesiar in 2015. Thus we…

Functional Analysis · Mathematics 2023-08-08 Jana Borzová , Lenka Halčinová , Jaroslav Šupina

The Choquet integral w.r.t. a capacity can be seen in the finite case as a parsimonious linear interpolator between vertices of $[0,1]^n$. We take this basic fact as a starting point to define the Choquet integral in a very general way,…

Discrete Mathematics · Computer Science 2015-05-13 Michel Grabisch , Christophe Labreuche

We consider Choquet integrals with respect to dyadic Hausdorff content of non-negative functions which are not necessarily Lebesgue measurable. We study the theory of Lebesgue points. The studies yield convergence results and also a density…

Functional Analysis · Mathematics 2025-03-10 Petteri Harjulehto , Ritva Hurri-Syrjänen

Choice functions constitute a simple, direct and very general mathematical framework for modelling choice under uncertainty. In particular, they are able to represent the set-valued choices that typically arise from applying decision rules…

Artificial Intelligence · Computer Science 2018-06-05 Jasper De Bock , Gert de Cooman

Based on the concept and properties of $C^{*}$-algebras, the paper introduces a concept of $C_{*}$-class functions. Then by using these functions in $C^{*}$-algebra- valued modular metric spaces of moeini et al. [14], some common fixed…

Functional Analysis · Mathematics 2017-08-07 Bahman Moeini , Arsalan Hojat Ansari

The aim of this paper is to investigate the cone of non-negative, radial, positive-definite functions in the set of continuous functions on $\R^d$. Elements of this cone admit a Choquet integral representation in terms of the extremals. The…

Classical Analysis and ODEs · Mathematics 2009-10-08 Philippe Jaming , Maté Matolcsi , Szilard Gy. Révesz

Credit ratings are widely used by investors as a screening device. We introduce and study several natural notions of risk consistency that promote prudent investment decisions in the framework of Choquet rating criteria. Three closely…

Risk Management · Quantitative Finance 2025-06-17 Nan Guo , Ruodu Wang , Chenxi Xia , Jingping Yang

As appropriate generalizations of convex combinations with uncountably many terms, we introduce the so-called Choquet combinations, Choquet decompositions and Choquet convex decompositions, as well as their corresponding hull operators…

Functional Analysis · Mathematics 2022-01-19 Çağın Ararat , Umur Cetin

In multicriteria decision aiding (MCDA), the Choquet integral has been used as an aggregation operator to deal with the case of interacting decision criteria. While the application of the Choquet integral for ranking problems have been…

Artificial Intelligence · Computer Science 2020-03-30 Renata Pelissari , Leonardo Tomazeli Duarte

It is known that several discrete integrals, including the Choquet and Sugeno integrals as well as some of their generalizations, are comonotonically modular functions. Based on a recent description of the class of comonotonically modular…

Functional Analysis · Mathematics 2013-08-28 Miguel Couceiro , Jean-Luc Marichal

Let $A$ be a vector space of real valued functions on a non-empty set $X$ and $L:A\rightarrow\mathbb{R}$ a linear functional. Given a $\sigma$-algebra $\mathcal{A}$, of subsets of $X$, we present a necessary condition for $L$ to be…

Functional Analysis · Mathematics 2014-03-28 Mehdi Ghasemi