We investigate the problem of outer approximating a coherent lower probability with a more tractable model. In particular, in this work we focus on the outer approximations made by belief functions. We show that they can be obtained by solving a linear programming problem. In addition, we consider the subfamily of necessity measures, and show that in that case we can determine all the undominated outer approximations in a simple manner.
Outer Approximations of Coherent Lower Probabilities Using Belief Functions
Paolo Vicig
2018-01-01
Abstract
We investigate the problem of outer approximating a coherent lower probability with a more tractable model. In particular, in this work we focus on the outer approximations made by belief functions. We show that they can be obtained by solving a linear programming problem. In addition, we consider the subfamily of necessity measures, and show that in that case we can determine all the undominated outer approximations in a simple manner.File in questo prodotto:
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2018_BELIEF-Springer(Outer Approx via belief or possibility functions) officia.pdf
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Vicig_postprint_Outer Approximations of Coherent Lower Probabilities.pdf
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