In this paper, we introduce fuzzy measure and fuzzy integral concepts and express some of the fuzzy integral properties. The main purpose of this article is to reviewing of some important mathematical inequalities that have many applications in model- ing mathematical problems. Firstly, we prove the related Gauss- Winkler type inequality for fuzzy integrals. Indeed, we prove fuzzy version provided by D. H. Hong. Another the famous mathematical inequality is Minkowski’s inequality. It is an important inequality from both mathematical and application points of view. Here, we state a Minkowski type inequality for fuzzy integrals. The estab- lished results are based on the classical Minkowski’s inequality for integrals. In the continue, we showed that by an example the clas- sical Prékopa-Leindler type inequality is not valid for the Sugeno integral. We proved one version of the Prékopa-Leindler type in- equality by adding concave fuzzy measure and quasi-concave fuzzy measure assumptions for the Sugeno integral with different proofs. Also, we obtained a derivation version of the Prékopa-Leindler in- equality and illustrated all of the main results by examples. Finally, we investigate the Thunsdorff’s inequality for Sugeno integral. By an example, we show that the classical form of this inequality does not hold for the Sugeno integral. Then, by reviewing the initial con- ditions, we prove two main theorems for this inequality.By checking the special case of the aforementioned Thunsdorff’s inequality, we prove Frank-Pick type inequality for the Sugeno integral and illus- trate it by an example
