“…The theory of non-additive set functions and nonlinear integrals has become an important tool in many domains such as: potential theory, subjective evaluation, optimization, economics, decision making, data mining, artificial intelligence, accident rates estimations (e.g. [20,21,38,44,53,56,60,63,75,[79][80][81]84]). In the literature several methods of integration for (multi)functions based on extensions of the Riemann and Lebesgue integrals have been introduced and studied (see for example, [2-9, 13-15, 17, 18, 25, 29-34, 36, 37, 39-43, 54, 55, 58, 68]).…”