2-monotone outer approximations of coherent lower probabilities

DOI10.1016/j.ijar.2018.07.004zbMath1448.68422OpenAlexW2883362067WikidataQ129475199 ScholiaQ129475199MaRDI QIDQ1726243

Xianqiang Yang

Publication date: 20 February 2019

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10651/49374

zbMATH Keywords

probability intervalstotal variation distancecoherent lower previsions2-monotonicitycoherent lower probabilitiesdistortion models

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Reasoning under uncertainty in the context of artificial intelligence (68T37) Foundations of probability theory (60A99)

Related Items (16)

A graphical study of comparative probabilities ⋮ Dempster-Shafer approximations and probabilistic bounds in statistical matching ⋮ Centroids of credal sets: a comparative study ⋮ Processing distortion models: a comparative study ⋮ On the selection of an optimal outer approximation of a coherent lower probability ⋮ Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting ⋮ Outer Approximations of Coherent Lower Probabilities Using Belief Functions ⋮ Addressing ambiguity in randomized reinsurance contracts using belief functions ⋮ Addressing ambiguity in randomized reinsurance stop-loss treaties using belief functions ⋮ A universal approach to imprecise probabilities in possibility theory ⋮ Pari-mutuel probabilities as an uncertainty model ⋮ Outer approximating coherent lower probabilities with belief functions ⋮ Conditional submodular Choquet expected values and conditional coherent risk measures ⋮ Nearly-linear uncertainty measures ⋮ Normal cones corresponding to credal sets of lower probabilities ⋮ Probability envelopes and their Dempster-Shafer approximations in statistical matching

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