The first chapter gives basic definitions and theorems concerning set functions and set function integrals. The lemmas and theorems are presented without proof in this chapter. The second chapter deals with absolute continuity and Lipschitz condition. Particular emphasis is placed on the properties of max and min integrals. The third chapter deals with approximating absolutely continuous functions with bounded functions. It also deals with the existence of the integrals composed of various combinations of bounded functions and finitely additive functions. The concluding theorem states if the integral of the product of a bounded function and a non-negative finitely additive function exists, then the integral of the product of the bounded function with an absolutely continuous function exists over any element in a field of subsets of a set U.