A simple proof for the convexity of the Choquet integral
Abstract
This note presents an elementary and direct proof for the convexity of the Choquet integral when the corresponding set function is submodular.
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https://hal-enpc.archives-ouvertes.fr/hal-01101310
Submitted on : Thursday, January 8, 2015-1:00:45 PM
Last modification on : Wednesday, June 8, 2022-12:50:03 PM