| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151844 | Statistics & Probability Letters | 2015 | 4 Pages |
Abstract
This note presents an elementary and direct proof for the convexity of the Choquet integral when the corresponding set function is submodular.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Aurélien Alfonsi,