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 |
Autori interni: | |
Data di pubblicazione: | 2000 |
Handle: | http://hdl.handle.net/20.500.11769/107008 |
Appare nelle tipologie: | 4.1 Contributo in Atti di convegno |
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