On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
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DOI: 10.1007/s10479-016-2270-9
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- 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.
- Serena Doria, 2015. "Symmetric coherent upper conditional prevision defined by the Choquet integral with respect to Hausdorff outer measure," Annals of Operations Research, Springer, vol. 229(1), pages 377-396, June.
- Alexander Zimper, 2011. "Re-examining the law of iterated expectations for Choquet decision makers," Theory and Decision, Springer, vol. 71(4), pages 669-677, October.
- Yoo, Keuk-Ryoul, 1991. "The iterative law of expectation and non-additive probability measure," Economics Letters, Elsevier, vol. 37(2), pages 145-149, October.
- Dominiak, Adam, 2013. "Iterated Choquet expectations: A possibility result," Economics Letters, Elsevier, vol. 120(2), pages 155-159.
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Cited by:
- Doria, Serena, 2024. "Merging of coherent upper conditional probabilities defined by Hausdorff outer measures," Chaos, Solitons & Fractals, Elsevier, vol. 181(C).
- Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
- 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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Keywords
Coherent upper conditional previsions; Hausdorff outer measures; Choquet integral; Disintegration property; Conglomerability principle; Law of iterated expectations;All these keywords.
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