We investigate the distribution functions and the moments of the so-called Choquet integral, also known as the Lov´asz extension, when regarded as a real function of a random sam...
This paper investigates the statistical properties of the Choquet and Sugeno integrals, used as multiattribute models. The investigation is done on an empirical basis, and focuses...
We propose a general notion of capacity defined on any finite distributive lattice, encompassing usual capacities, bi-capacities, and their immediate extensions called k-ary cap...
We propose a method to calculate lower and upper bounds of some exponential multivariate integrals using moment relaxations and show that they asymptotically converge to the value...
Dimitris Bertsimas, Xuan Vinh Doan, Jean B. Lasser...
Given a random set coming from the imprecise observation of a random variable, we study how to model the information about the distribution of this random variable. Specifically,...