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Article Dans Une Revue Economics Bulletin Année : 2012

Updating Choquet capacities: a general framework

Résumé

Several updating rules for Choquet capacities have been proposed in the literature. We propose to study them in a general framework consisting of extending the definition of conditional expectations to the Choquet case. Then we adopt several relations between unconditional and conditional expectations and observe which updating rule is able to resolve such and such a relation. It allows to specify which updating rule should be used depending on the decision context.
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hal-04476906 , version 1 (25-02-2024)

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  • HAL Id : hal-04476906 , version 1

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Robert Kast, André Lapied, Pascal Toquebeuf. Updating Choquet capacities: a general framework. Economics Bulletin, 2012, 32 (2), pp.1495-1503. ⟨hal-04476906⟩
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