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.

Efficient Checking of Coherence and Propagation of Imprecise Probability Assessments

BIAZZO, Veronica;
2000

Abstract

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/20.500.11769/107008
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