Integral of a correspondence

In mathematics, the integral of a correspondence is a generalization of the integration of single-valued functions to correspondences (i.e., set-valued functions).

The first notion of the integral of a correspondence is due to Aumann in 1965, with a different approach by Debreu appearing in 1967. Integrals of correspondences have applications in general equilibrium theory in mathematical economics, random sets in probability theory, partial identification in econometrics, and fuzzy numbers in fuzzy set theory.

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