A General Approach to Uncertainty Representation Using Fuzzy Measures

We introduce the fuzzy measure as a unifying structure for modeling knowledge about an uncertain variable. We show that a large class of well established types of uncertainty representation can be modeled in this framework. A measure of entropy associated with a fuzzy measure is introduced and its manifestation for different fuzzy measures is described. The problem of uncertain decision making for the case in which the uncertainty represented by a fuzzy measure is considered. The Choquet integral is introduced as providing a generalization of the expected value to this environment