Fuzzy measure

Summary

A fuzzy measure, also called a capacity or a monotone measure, is a set function that vanishes on the empty set and is monotone. It drops the additivity of a measure and keeps only the rule that bigger sets get bigger values. Fuzzy measures model the worth of coalitions in cooperative games and the importance of groups of criteria in decision making. One integrates against them with the Choquet integral or the Sugeno integral.