Integral Representation of Coherent Lower Previsions by Super-Additive Integrals
Coherent lower previsions generalize the expected values and they are defined on the class of all real random variables on a finite non-empty set. Well known construction of coherent lower previsions by means of lower probabilities, or by means of super-modular capacities-based Choquet integrals, do...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-04-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/9/2/43 |