Generated envelopes (Q2367733)

Denote by \textbf{B} a Boolean algebra and by \(P\) the set of finitely additive probabilities in \textbf{B}. We call an initial valuation any map \(v\) from \textbf{B} in \([0,1]\); the meaning of \(v\) is that the available information about a random phenomenon is of type ``the actual probability of the event \(e\) is at least \(v(e)\)''. Following \textit{A. Papamarcou} and \textit{T. L. Fine} [Ann. Probab. 14, 710-723 (1986; Zbl 0595.60003)], we call \(v\) dominated if a probability exists greater than or equal to \(v\). If this is the case, we consider the valuation \(\overline{v}\) defined by \[ \overline{v}(e)=\text{Inf}\{p(e) |\;p\in P,\;p\geq v\}, \qquad e\in\mathbf{B}. \] This new valuation, we call lower envelope generated by \(v\), is an improvement of the initial valuation, but the formula defining \(\overline{v}\) is not constructive since it refers to the whole class of probabilities greater than \(v\). We furnish a formula to obtain \(\overline{v}\) from below, that is from the values taken by \(v\). The same question was examined by \textit{K. Weichselberger} and \textit{S. Pöhlmann} [A methodology for uncertainty in knowledge-based systems (1990; Zbl 0705.68097)] in particular cases. Also a necessary and sufficient condition for \(v\) to be dominated is established and a characterization of the lower envelopes is obtained.