Decomposition-integral: unifying Choquet and the concave integrals
نویسندگان
چکیده
منابع مشابه
Decomposition-integral: unifying Choquet and the concave integrals
This paper introduces a novel approach to integrals with respect to capacities. Any random variable is decomposed as a combination of indicators. A prespecified set of collections of events indicates which decompositions are allowed and which are not. Each allowable decomposition has a value determined by the capacity. The decomposition-integral of a random variable is defined as the highest of...
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This paper introduces a novel approach to integrals with respect to capacities. Any random variable is decomposed as a combination of indicators. A pre-speci ed set of collections of events indicates which decompositions are allowed and which are not. Each allowable decomposition has a value determined by the capacity. The decomposition-integral of a random variable is de ned as the highest of ...
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ژورنال
عنوان ژورنال: Economic Theory
سال: 2013
ISSN: 0938-2259,1432-0479
DOI: 10.1007/s00199-013-0780-0