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On the Elicitation of an Optimal Outer Approximation of a Coherent Lower Probability

The process of outer approximating a coherent lower probability by a more tractable model with additional properties, such as 2- or completely monotone capacities, may not have a unique solution. In this paper, we investigate whether a number of approaches may help in eliciting a unique outer approx...

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Detalles Bibliográficos
Autores principales: Miranda, Enrique, Montes, Ignacio, Vicig, Paolo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274745/
http://dx.doi.org/10.1007/978-3-030-50143-3_6