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Coherent Upper Conditional Previsions Defined through Conditional Aggregation Operators

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  • Serena Doria

    (Department of Engineering and Geology, University G. d’Annunzio, 66100 Chieti-Pescara, Italy)

Abstract

Conditional aggregation operators are introduced, and coherent upper conditional previsions are constructed by sub-additive, positively homogenous, and shift-invariant conditional aggregation operators. Composed operators defined by positively homogenous conditional aggregation operators are proven to be conditional aggregation operators and they are involved in the construction of coherent upper conditional previsions. The given results show that the composed conditional aggregation operator obtained as the supremum of the class of the Choquet integrals with respect to Hausdorff outer measures defined by bi-Lipschitz equivalent metrics is a coherent upper conditional prevision.

Suggested Citation

  • Serena Doria, 2022. "Coherent Upper Conditional Previsions Defined through Conditional Aggregation Operators," Mathematics, MDPI, vol. 10(24), pages 1-13, December.
  • Handle: RePEc:gam:jmathe:v:10:y:2022:i:24:p:4728-:d:1001623
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    References listed on IDEAS

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    1. Serena Doria, 2012. "Characterization of a coherent upper conditional prevision as the Choquet integral with respect to its associated Hausdorff outer measure," Annals of Operations Research, Springer, vol. 195(1), pages 33-48, May.
    2. Michel Grabisch & Jean-Luc Marichal & Radko Mesiar & Endre Pap, 2009. "Aggregation functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00445120, HAL.
    3. Serena Doria, 2019. "Preference orderings represented by coherent upper and lower conditional previsions," Theory and Decision, Springer, vol. 87(2), pages 233-252, September.
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