The Stieltjes integral is a generalization of the Riemann Integral. Let and be real-values bounded
functions defined on a Closed Interval . Take a partition of the Interval

(1) |

(2) |

(3) |

(4) |

(5) |

**References**

Dresher, M. *The Mathematics of Games of Strategy: Theory and Applications.* New York: Dover, 1981.

Hardy, G. H.; Littlewood, J. E.; and Pólya, G. *Inequalities, 2nd ed.* Cambridge, England: Cambridge
University Press, pp. 152-155, 1988.

Kestelman, H. ``Riemann-Stieltjes Integration.'' Ch. 11 in *Modern Theories of Integration, 2nd rev. ed.* New York: Dover, pp. 247-269, 1960.

© 1996-9

1999-05-26