Abstract
Related to many applications in different fields, such as game theory, information fusion, data mining, and decision making, we have introduced in one our previous paper so called generalized Choquet-type integral for a real-valued function concerning a set-function and a σ-additive measure. The present study further generalizes the generalized Choquet-type integral in terms of a double set-function Choquet integral for a real-valued function based on a set-function and fuzzy measure. Several of its properties and convergence theorems are obtained, and a novel type of Jensen's inequality is proved. The stability of the proposed system formed by a double set-function Choquet integral concerning multiple inputs and one output is indicated. An effective application in decision making is shown through numerical examples.
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