Mainly addressed to researchers in the fields of generalized measure theory, nonlinear integrals, nonlinear functional analysis, and nonlinear approximation theory, this book is based mainly on the authors’ results. While the Choquet integral has proven to be powerful and useful in cooperative games, decision theory, finance, economics, insurance, pattern recognition, artificial intelligence, and automated reasoning, these applications are not the focus in this monograph. Instead, the special properties of Choquet’s integral, inspired the study of various aspects for the class of monotone sublinear operators (more general than the positive linear operators) on Banach ordered spaces, as for example Korovkin-type results. The main ideas in this book also include the replacement in various known mathematical concepts, of the classical linear Lebesgue integral by the nonlinear (sublinear and monotone)  Choquet integral and to study the new obtained concepts.