Greedy decomposition integrals

In this contribution we define a new class of non-linear integrals based on decomposition integrals. These integrals are motivated by greediness of many real-life situations. Another view on this new class of integrals is that it is a generalization of both the Shilkret and PAN integrals. Moreover, it can be seen as an iterated Shilkret integral. Also, an example in time-series analysis is provided.