Decision Making with Monotone Lower Probabilities of Infinite Order

DOI10.1287/MOOR.24.3.767MaRDI QIDQ4951048zbMATH OpenOpenAlexFDO

Authors Fabrice Philippe, Gabriel Debs, Jean-Yves Jaffray

Publication date 11 March 2001

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/228c155dd9affc4e27d0a99c9e10d0123ff192fe

zbMATH Keywords

capacitiesdominance axiomimprecise riskPolish spacesutility

Mathematics Subject Classification ID

Statistical decision theory (62C99) Decision theory (91B06) Utility theory (91B16)

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Cited in

(21)

• Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
• Tools for decision making under imprecise risk
• A strong law of large numbers for capacities
• Approximations of upper and lower probabilities by measurable selections
• On the convexity of preferences in decisions and games under (quasi-)convex/concave imprecise probability correspondences
• Countably additive Möbius transforms for belief functions on Polish spaces
• A representation of decision by analogy
• Laws of large numbers without additivity
• Upper Probabilities Attainable by Distributions of Measurable Selections
• scientific article; zbMATH DE number 4087369 (Why is no real title available?)
• Problemas de decision en incertidumbre parcial bajo hipotesis de monotonias
• On the Existence of Subjective Upper and Lower Probabilities
• Cumulative prospect theory and imprecise risk
• Optimism and firm formation
• Archimedean Choice Functions
• Jaffray's ideas on ambiguity
• Tribute to Jean-Yves Jaffray
• Central limit theorems for bounded random variables under belief measures
• On the measurability of the event that a random closed set is compact
• Integral representation of belief measures on compact spaces
• Exchangeable capacities, parameters and incomplete theories

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