Interval-valued Choquet integral for set-valued mappings: definitions, integral representations and primitive characteristics

Abstract

In this paper, a new kind of real-valued major Choquet integral, real-valued minor Choquet integral and interval-valued Choquet integrals for set-valued functions is introduced and investigated. The representations of the Choquet integral of set-valued functions with respect to a fuzzy measure are given. In particular, we focus on the case of the distorted Lebesgue measure as a fuzzy measure. Furthermore, the characteristics of the primitive of Choquet integral for set-valued functions are given as Radon-Nikodym property in some sense.