Results 1 to 10 of about 2,767 (110)
Integral Representation of Coherent Lower Previsions by Super-Additive Integrals [PDF]
Axioms, 2020 Coherent lower previsions generalize the expected values and they are defined on the class of all real random variables on a finite non-empty set. Well known construction of coherent lower previsions by means of lower probabilities, or by means of super ...
Serena Doria, Radko Mesiar, Adam Šeliga
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2-Coherent and 2-convex conditional lower previsions [PDF]
International Journal of Approximate Reasoning, 2016 This is the authors' version of a work that was accepted for publication in the International Journal of Approximate Reasoning, vol. 77, October 2016, pages 66-86, doi:10.1016/j.ijar.2016.06.003, http://www.sciencedirect.com/science/article/pii ...
PELESSONI, RENATO, VICIG, PAOLO
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Characterizing the Set of Coherent Lower Previsions with a Finite Number of Constraints or Vertices [PDF]
, 2010 The standard coherence criterion for lower previsions is expressed using an infinite number of linear constraints. For lower previsions that are essentially defined on some finite set of gambles on a finite possibility space, we present a reformulation of this criterion that only uses a finite number of constraints. Any such lower prevision is coherent
Quaeghebeur, Erik
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Constrained optimization problems under uncertainty with coherent lower previsions [PDF]
Fuzzy Sets and Systems, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Quaeghebeur, E. +2 more
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Coherent lower previsions in systems modelling: products and aggregation rules [PDF]
Reliability Engineering & System Safety, 2004 We discuss why coherent lower previsions provide a good uncertainty model for solving generic uncertainty problems involving possibly conflicting expert information. We study various ways of combining expert assessments on different domains, such as natural extension, independent natural extension and the type-I product, as well as on common domains ...
De Cooman, G., Troffaes, M. C. M.
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Robust Filtering Through Coherent Lower Previsions [PDF]
IEEE Transactions on Automatic Control, 2011 The classical filtering problem is re-examined to take into account imprecision in the knowledge about the probabilistic relationships involved. Imprecision is modeled in this paper by closed convex sets of probabilities. We derive a solution of the state estimation problem under such a framework that is very general: it can deal with any closed convex
Alessio Benavoli +2 more
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Normal form backward induction for decision trees with coherent lower previsions [PDF]
Annals of Operations Research, 2011 22 pages, 5 figures; v1: added doi and arxiv ...
Huntley, Nathan +1 more
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Conglomerable Coherent Lower Previsions [PDF]
, 2013 Walley’s theory of coherent lower previsions builds upon the former theory by Williams with the explicit aim to make it deal with conglomerability. We show that such a construction has been only partly successful because Walley’s founding axiom of joint coherence does not entirely capture the implications of conglomerability.
Miranda E., Zaffalon M.
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Factorisation properties of the strong product [PDF]
, 2010 We investigate a number of factorisation conditions in the frame- work of sets of probability measures, or coherent lower previsions, with finite referential spaces.
E. Miranda +5 more
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The Moment Problem for Finitely Additive Probabilities [PDF]
, 2008 We study the moment problem for finitely additive probabilities and show that the information provided by the moments is equivalent to the one given by the associated lower and upper distribution ...
De Cooman, Gert +2 more
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