Given a set function Λ with values in a Banach space X, we construct an integration theory for scalar functions with respect to Λ by using duality on X and Choquet scalar integrals. Our construction extends the classical Bartle-Dunford-Schwartz integration for vector measures. Since just the minimal necessary conditions on Λ are required, several L 1 -spaces of integrable functions associated to Λ appear in such a way that the integration map can be defined in them. We study the properties of these spaces and how they are related. We show that the behavior of the L 1 -spaces and the integration map can be improved in the case when X is an order continuous Banach lattice, providing new tools for (non-linear) operator theory and information science.