Choquet type integrals for single-valued functions with respect to set-functions and set-multifunctions

Due to their numerous applications such as in decision making, information fusion, game theory , and data mining , Choquet integrals have recently attracted much attention. In this study, two generalization types of Choquet integrals are presented. First, a generalized Choquet type integral of a single-valued function is introduced with respect to a set-function and measure. Several of its properties, such as convergence theorems and Jensen's inequality, are proved. Second, in the spirit of the single-valued Choquet integral, a generalized Choquet type set-valued integral for a single-valued function with respect to a set-multifunction and measure is introduced using Aumann integrals as well as various properties, including convergence theorems.