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Bibliography

Journal Article

Monte Carlo integration for Choquet integral

Agahi H., Mehri-Dehnavi H., Mesiar Radko

: International Journal of Intelligent Systems vol.34, 6 (2019), p. 1348-1358

: Choquet integral, mean value theorem, Monte Carlo integration, simulation

: 10.1002/int.22112

: http://library.utia.cas.cz/separaty/2019/E/mesiar-0504581.pdf

: https://onlinelibrary.wiley.com/doi/full/10.1002/int.22112

(eng): In this paper, a numerical Monte Carlo integration for Choquet integrals is proposed by using a generalized version of mean value theorem based on Choquet integral. In special cases, this generalization can help us to have the classical Monte Carlo integration and the mean value theorem over some unbounded regions.

: BA

: 10103

2019-01-07 08:39