Decision making with monotone lower probabilities of infinite order

• 成果类型: Article
• 署名作者: Philippe, F; Debs, G; Jaffray, JY
• 署名单位: Sorbonne Universite; Universite de Montpellier; Universite Paul-Valery
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.24.3.767
• 发表日期: 1999
• 页码: 767-784
• 关键词: expected utility; belief functions; Capacities; REPRESENTATION

摘要

Properties of convex and monotone capacities of infinite order in Polish spaces are studied and used to justify the representation of certain situations of imprecise risk (imprecisely known probabilities) by lower probabilities, which are monotone of infinite order. Decision making with imprecise risk is then modeled, and linear utility theory is shown to be generalizable to the case of imprecise risk.