We consider the computational difficul- ties in the checking of coherence and propagation of imprecise probability assessments. We examine the linear structure of the random gain in betting criterion and we propose a general methodology which exploits suitable subsets of the set of values of the random gain. In this way the checking of coherence and propagation amount to examining linear systems with a reduced number of unknowns. We also illustrate an example.
|Titolo:||Efficient Checking of Coherence and Propagation of Imprecise Probability Assessments|
|Data di pubblicazione:||2000|
|Appare nelle tipologie:||4.1 Contributo in Atti di convegno|