Affiliation:
1. School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, Jinan 250002, China
2. Department of Mathematics, Shandong University, Jinan 250100, China
Abstract
In this paper, we propose a concept of comonotonicity of random sets, which is a set inclusion relation and generalized notion of comonotonicity of real-valued random variables. Then we study some elementary properties of comonotonicity of random sets and comonotonic additivity of real-valued Choquet integral for random set mappings. After this, some other properties of this kind of real-valued Choquet integral for random set mappings are characterized by the comonotonic additivity, for instance, translation invariance, sup-norm continuous, positive homogeneity.
Publisher
World Scientific Pub Co Pte Lt
Subject
Artificial Intelligence,Information Systems,Control and Systems Engineering,Software
Cited by
2 articles.
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