2-coherent and 2-convex conditional lower previsions

DOI10.1016/j.ijar.2016.06.003zbMath1403.62018arXiv1606.06043OpenAlexW2413191152MaRDI QIDQ313137

Paolo Vicig, Renato Pelessoni

Publication date: 9 September 2016

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

Full work available at URL: https://arxiv.org/abs/1606.06043

zbMATH Keywords

value-at-risk2-coherent previsions2-convex previsionsgeneralised Bayes ruleWilliams coherence

Mathematics Subject Classification ID

Related Items (8)

Probabilistic squares and hexagons of opposition under coherence ⋮ On Hurwicz-Nash equilibria of non-Bayesian games under incomplete information ⋮ Nonlinear desirability theory ⋮ Weakly consistent extensions of lower previsions ⋮ Sum-of-squares for bounded rationality ⋮ Inference with nearly-linear uncertainty models ⋮ Nearly-linear uncertainty measures ⋮ Nonlinear desirability as a linear classification problem

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