The Henstock-Kurzweil integral of set-valued function

Abstract

A theory of integration of compact convex set-valued is provided by applying the Henstock integral has been studied by She Xiang Hai, Fang Di Kong and Ji Shu Chen [12]. The aim of this paper is to give a similar characterization of the Henstock-Kurzweil integrability for a more general class of set-valued function. Moreover, we compare the Henstock-Kurzweil integral with Debrue [5] and Aumann ones [1]. Mathematics Subject Classification: 28B20, 26E25, 54C60, 54C65, 58C06