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EnglishWe investigate the problem of approximating a coherent lower probability on a finite space by a 2-monotone capacity that is at the same time as close as possible while not including additional information. We show that this can be tackled by means of a linear programming problem, and investigate the features of the set of undominated solutions. While our approach is based on a distance proposed by Baroni and Vicig, we also discuss a number of alternatives: quadratic programming, extensions of the total variation distance, and the Weber set from game theory. Finally, we show that our work applies to the more general problem of approximating coherent lower previsions.
| Titolo: | 2-Monotone outer approximations of coherent lower probabilities | |
| Autori: | ||
| Data di pubblicazione: | 2018 | |
| Data ahead of print: | 24-lug-2018 | |
| Stato di pubblicazione: | Pubblicato | |
| Rivista: | ||
| Abstract: | We investigate the problem of approximating a coherent lower probability on a finite space by a 2-monotone capacity that is at the same time as close as possible while not including additional information. We show that this can be tackled by means of a linear programming problem, and investigate the features of the set of undominated solutions. While our approach is based on a distance proposed by Baroni and Vicig, we also discuss a number of alternatives: quadratic programming, extensions of the total variation distance, and the Weber set from game theory. Finally, we show that our work applies to the more general problem of approximating coherent lower previsions. | |
| Handle: | http://hdl.handle.net/11368/2929054 | |
| Digital Object Identifier (DOI): | http://dx.doi.org/10.1016/j.ijar.2018.07.004 | |
| URL: | https://www.sciencedirect.com/science/article/pii/S0888613X18303001 | |
| Appare nelle tipologie: | 1.1 Articolo in Rivista |
File in questo prodotto:
| File | Descrizione | Tipologia | Licenza | |
|---|---|---|---|---|
| 2018_IJAR_2-monotone Outer Approximations.pdf | Articolo completo | Documento in Versione Editoriale | Copyright Editore | Administrator Richiedi una copia |
| 2monot-journal-pp.pdf | Bozza finale post-referaggio (post-print) |  | Open Access Visualizza/Apri |
http://hdl.handle.net/11368/2929054
