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A Generalization of the Choquet Integral Defined in Terms of the Möbius Transform

A Generalization of the Choquet Integral Defined in Terms of the Möbius Transform

In this article, we propose a generalization of the Choquet integral, starting from its definition in terms of the Möbius transform. We modify the product on R considered in the Lovász extension form of the Choquet integral into a function F, and we discuss the properties of this new functional. …