Products of non-additive measures: a Fubini-like theorem
From MaRDI portal
Publication:1930906
DOI10.1007/s11238-012-9324-5zbMath1281.28008MaRDI QIDQ1930906
Publication date: 14 January 2013
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-012-9324-5
capacity; Choquet integral; Knightian uncertainty; belief function; product measure; Möbius inverse; Fubini; totally monotone
91B06: Decision theory
60A10: Probabilistic measure theory
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
28E10: Fuzzy measure theory
Related Items
Cites Work
- A two-person dynamic equilibrium under ambiguity
- Ambiguity through confidence functions
- Maxmin expected utility with non-unique prior
- Towards a frequentist theory of upper and lower probability
- Distributive lattices and products of capacities
- The product of capacities and belief functions
- \(E\)-capacities and the Ellsberg paradox
- Non-additive measure and integral
- On indepedence for non-additive measures, with a Fubini theorem
- Totally monotone core and products of monotone measures
- Conditional expectation for monotone measures, the discrete case
- Some Fubini theorems on product \(\sigma \)-algebras for non-additive measures
- Risk, Ambiguity, and the Savage Axioms
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Integral Representation Without Additivity
- Canonical Representation of Set Functions
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- SOLUTION UNIQUENESS IN A CLASS OF CURRENCY CRISIS GAMES
