Choquet Integrals and Monotone Sublinear Operators

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The book focuses on the authors' results on the relationship between the class of weakly nonlinear and monotone increasing operators and the class of Choquet-type integral operators. As an application, numerous new nonlinear extensions of the famous Korovkin theorem of approximation (as well as of Feller's scheme of approximation) are derived. Mainly addressed to researchers in the fields of generalized measure theory, nonlinear integrals, nonlinear functional analysis, and nonlinear approximation theory, this book is based mainly on the authors’ results. While the Choquet integral has proven to be powerful and useful in cooperative games, decision theory, finance, economics, insurance, pattern recognition, artificial intelligence, and automated reasoning, these applications are not the focus in this monograph. Instead, the special properties of Choquet’s integral, inspired the study of various aspects for the class of monotone sublinear operators (more general than the positive linear operators) on Banach ordered spaces, as for example Korovkin-type results. The main ideas in this book also include the replacement in various known mathematical concepts, of the classical linear Lebesgue integral by the nonlinear (sublinear and monotone) Choquet integral and to study the new obtained concepts. This book is primarily addressed to graduate students and researchers interested in exploring problems connected to mathematics, statistics, finance, insurance, climate change, and machine learning. The basic tools include the capacity theory and the Choquet integral, recognized for their usefulness in fields such as potential theory and decision making under risk and uncertainty. The book focuses on the authors' results on the relationship between the class of weakly nonlinear and monotone increasing operators and the class of Choquet-type integral operators. As an application, numerous new nonlinear extensions of the famous Korovkin theorem of approximation (as well as of Feller's scheme of approximation) are derived. The illustrations include the nonlinear operators of Bernstein-Kantorovich-Choquet, Szász-Mirakjan-Kantorovich-Choquet, Baskakov-Kantorovich-Choquet, and Picard-Choquet.

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Pagina's: 246, Editie: 2024, Paperback, Birkhäuser