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Choquet integral calculus on a continuous support and its applications


  • Mustapha Ridaoui
  • Michel Grabisch


The results of the calculation of the Choquet integral of a monotone function on the nonnegative real line have been described. Next, the authors prepresented Choquet integral of nonmonotone functions, by constructing monotone functions from nonmonotone ones by using the increasing or decreasing rearrangement of a nonmonotone function. Finally, this paper considers some applications of these results to the continuous agregation operator OWA, and to the representation of risk measures by Choquet integral.

Suggested Citation

  • Mustapha Ridaoui & Michel Grabisch, 2016. "Choquet integral calculus on a continuous support and its applications," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 26(1), pages 73-93.
  • Handle: RePEc:wut:journl:v:1:y:2016:p:73-93:id:1217
    DOI: 10.5277/ord160105

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    References listed on IDEAS

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    2. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
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    Cited by:

    1. Hamzeh Agahi, 2020. "On fractional continuous weighted OWA (FCWOWA) operator with applications," Annals of Operations Research, Springer, vol. 287(1), pages 1-10, April.
    2. Negi, Shekhar Singh & Torra, Vicenç, 2022. "Δ-Choquet integral on time scales with applications," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).

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    More about this item


    Choquet integral; distorted Lebesgue measure; risk measure; OWA operator;
    All these keywords.

    JEL classification:

    • C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games


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