The use of Markov operators to constructing generalised probabilities

DOI10.1016/j.ijar.2011.08.001zbMath1242.60004OpenAlexW2004312533MaRDI QIDQ433519

Damjan Škulj

Publication date: 5 July 2012

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2011.08.001

zbMATH Keywords

conditional expectationrisk aversionMarkov operatorsimprecise probabilitiesstochastic operatorslower previsions

Mathematics Subject Classification ID

Markov processes (60J99) Fuzzy probability (60A86)

Related Items (1)

Lower previsions induced by filter maps

Cites Work

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• Risk aversion for variational and multiple-prior preferences
• Independent natural extension
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• Towards a unified theory of imprecise probability
• Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model
• Symmetric, coherent, Choquet capacities
• A survey of the theory of coherent lower previsions
• Marginal extension in the theory of coherent lower previsions
• Jeffrey's conditioning rule in neighbourhood models
• Stochastic orders and risk measures: consistency and bounds

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