Representation of preferences on fuzzy measures by a fuzzy integral

In recent research on decisions under uncertainty, the basic universe of choice has been extended from probability distributions (additive set functions) to set functions that are not necessarily additive. This family has been investigated in other contexts under the name of fuzzy measures, and there exists a theory of (fuzzy) integration for fuzzy measures. In the present paper this concept of an integral is used in a utility representation of preferences on the set of non-additive set functions. A system of axioms for such a representation is presented, and its usefulness with respect to decision theory is evaluated.