Jensen type inequality for extremal universal integrals

Abstract

The integrals based on non-additive measures, e.g. Choquet, Sugeno play important roles in several practical areas. Universal integral as generalization of Choquet and Sugeno integrals has been recently proposed. Since the Jensen inequality for Lebesgue integral has applications in many areas, in this paper, the corresponding inequality related to the extremal universal integral as generalization of Choquet, Shilkret and seminormed fuzzy integrals is observed.