In this paper we introduce and investigate a Henstock-Kurzweil-type integral for Riesz-space-valued functions defined on (not necessarily bounded) subintervals of the extended real line. We prove some basic properties, among them the fact that our integral contains under suitable hypothesis the generalized Riemann integral and that every simple function which vanishes outside of a set of finite Lebesgue measure is integrable according to our definition, and in this case our integral coincides with the usual one.
A definition of “Šipoš integral” is given, similarly to [3],[5],[10], for real-valued functions and with respect to Dedekind complete Riesz-space-valued “capacities”. A comparison of Choquet and Šipoš-type integrals is given, and some fundamental properties and some convergence theorems for the Šipoš integral are proved.