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;
2000-01-01
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.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.