Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure
DOI10.1007/S10479-011-0899-YzbMATH Open1259.91087OpenAlexW2090963322MaRDI QIDQ1761862FDOQ1761862
Authors: Serena Doria 
Publication date: 15 November 2012
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-011-0899-y
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Choquet integralsubmodularitycomonotonic additivitycoherent upper conditional previsioncontinuity from belowHausdorff outer measure
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- Coherent lower and upper conditional previsions defined by Hausdorff inner and outer measures to represent the role of conscious and unconscious thought in human decision making
- Coherent upper conditional previsions defined by fractal outer measures to represent the unconscious activity of human brain
- Coherent conditional previsions with respect to inner and outer Hausdorff measures to represent conscious and unconscious human brain activity
- On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
- Preference orderings represented by coherent upper and lower conditional previsions
- Coherent lower previsions and Choquet integrals
- Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management
- Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure
- Envelopes of conditional probabilities extending a strategy and a prior probability
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