ISIPTA'09 - SIXTH INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITY: THEORIES AND APPLICATIONS

Durham University, Department of Mathematical Sciences
Durham, United Kingdom
Tuesday 14 to Saturday 18 July 2009

ELECTRONIC PROCEEDINGS

Andrew Bronevich, Thomas Augustin

Approximation of Coherent Lower Probabilities by 2-Monotone Measures

Abstract

The paper investigates outer approximations of coherent lower probabilities by 2-monotone measures. We charac-terize the set of (Pareto)-optimal outer approximations and provide powerful iterative algorithms to calculate such measures.

Keywords. Pareto optimal 2-monotone measure, additivity on lattices, simplex method, imprecision indices.

Paper Download

The paper is availabe in the following formats:

Plenary talk : Press here to get the file of the presentation.

Authors addresses:

Andrew Bronevich
Nekrasovsky street 44, 347928, Taganrog, Russia

Thomas Augustin
Department of Statistics
University of Munich
Ludwigstr. 33
D-80539 Munich
Germany

E-mail addresses:

Andrew Bronevich brone@mail.ru
Thomas Augustin thomas@stat.uni-muenchen.de


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