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Article Dans Une Revue Statistics and Probability Letters Année : 2015

A simple proof for the convexity of the Choquet integral

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Résumé

This note presents an elementary and direct proof for the convexity of the Choquet integral when the corresponding set function is submodular.

Dates et versions

hal-01101310 , version 1 (08-01-2015)

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Aurélien Alfonsi. A simple proof for the convexity of the Choquet integral. Statistics and Probability Letters, 2015. ⟨hal-01101310⟩
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