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ISIPTA
2005
IEEE
118views Mathematics» more  ISIPTA 2005»
13 years 11 months ago
Envelope Theorems and Dilation with Convex Conditional Previsions
This paper focuses on establishing envelope theorems for convex conditional lower previsions, a recently investigated class of imprecise previsions larger than coherent imprecise ...
Renato Pelessoni, Paolo Vicig
ISIPTA
2005
IEEE
115views Mathematics» more  ISIPTA 2005»
13 years 11 months ago
A Protocol for the Elicitation of Imprecise Probabilities
A protocol for the elicitation of imprecise probabilities based on linear programming is applied to the case of two continuous variables. Two medical experts were elicited. The re...
Alane Alves Silva, Fernando Campello de Souza
ISIPTA
2005
IEEE
130views Mathematics» more  ISIPTA 2005»
13 years 11 months ago
Computing Lower and Upper Expectations under Epistemic Independence
This papers investigates the computation of lower/upper expectations that must cohere with a collection of probabilistic assessments and a collection of judgements of epistemic in...
Cassio Polpo de Campos, Fabio Gagliardi Cozman
ISIPTA
2005
IEEE
165views Mathematics» more  ISIPTA 2005»
13 years 11 months ago
Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
Daniel Berleant, Mathieu Dancre, Jean-Philippe Arg...
ISIPTA
2005
IEEE
151views Mathematics» more  ISIPTA 2005»
13 years 11 months ago
Towards a Unifying Theory of Logical and Probabilistic Reasoning
Logic and probability theory have both a long history in science. They are mainly rooted in philosophy and mathematics, but are nowadays important tools in many other fields such...
Rolf Haenni