Fuzzy measure theory is a generalization of classical measure theory. It was first introduced by Lotfi Zadeh in 1965 in his famous paper ”Fuzzy Sets”. After more than 50 years of the existence and development of classical measure theory, mathematicians felt that the additivity property is, in some applications, too restrictive. It is also unrealistic under real and physical conditions where measurement errors are unavoidable. According to Sugeno, fuzzy measures are obtained by replacing the additivity condition of classical measures with weaker conditions of monotonicity and continuity. Chapter ...