Annals of operations research, 2017-09, Vol.256 (2), p.253-269
2017
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Details
- Autor(en) / Beteiligte
- Titel
- On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
- Ist Teil von
- Annals of operations research, 2017-09, Vol.256 (2), p.253-269
- Ort / Verlag
- New York: Springer US
- Erscheinungsjahr
- 2017
- Quelle
- SpringerLink
- Beschreibungen/Notizen
- Let ( Ω , d ) be a metric space where Ω is a set with positive and finite Hausdorff outer measure in its Hausdorff dimension and let B be a partition of Ω . The coherent upper conditional prevision defined as the Choquet integral with respect to its associated Hausdorff outer measure is proven to satisfy the disintegration property on every non-null partition and the coherent unconditional prevision is proven to be fully conglomerable on every partition.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 0254-5330eISSN: 1572-9338DOI: 10.1007/s10479-016-2270-9Titel-ID: cdi_proquest_journals_1938394599
- Format
- –
- Schlagworte
- Analysis, Business and Management, Coherence, Combinatorics, Decision making, Disintegration, Expected values, Integrals, Iukm2015, Metric space, Operations research, Operations Research/Decision Theory, Partitions, Probability, Probability theory, Random variables, Statistical mechanics, Theory of Computation