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Monte Carlo integration for Choquet integral
Author(s) -
Agahi Hamzeh,
MehriDehnavi Hossein,
Mesiar Radko
Publication year - 2019
Publication title -
international journal of intelligent systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.291
H-Index - 87
eISSN - 1098-111X
pISSN - 0884-8173
DOI - 10.1002/int.22112
Subject(s) - choquet integral , monte carlo method , computer science , artificial intelligence , mathematics , statistics , fuzzy logic
Abstract In this paper, a numerical Monte Carlo integration for Choquet integrals is proposed by using a generalized version of mean value theorem based on Choquet integral. In special cases, this generalization can help us to have the classical Monte Carlo integration and the mean value theorem over some unbounded regions.