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ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

This paper argues in favor of the thesis that two different concepts of conditional interval probability are needed, in order to serve the huge variety of tasks conditional probab...

ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

We extend Buja’s concept of “pseudo-capacities”, which comprises the neighbourhood models for classical probabilities commonly used in robust statistics. Although systematic...

ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

Independence models induced by some uncertainty measures (e.g. conditional probability, possibility) do not obey the usual graphoid properties, since they do not satisfy the symme...

ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

In this paper we consider decision making under hierarchical imprecise uncertainty models and derive general algorithms to determine optimal actions. Numerical examples illustrate...

ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

A second-order hierarchical uncertainty model of a system of independent random variables is studied in the paper. It is shown that the complex nonlinear optimization problem for ...

ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

abstract DAMJAN ˇSKULJ University of Ljubljana, Slovenia A new approach to deﬁne a product of capacities is presented. It works for capacities that are in a certain relation wi...

ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

This article introduces a new way of understanding subjective probability and its generalization to lower and upper prevision. Instead of asking whether a person is willing to pay...

ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

We contrast three decision rules that extend Expected Utility to contexts where a convex set of probabilities is used to depict uncertainty: Γ-Maximin, Maximality, and E-admissib...

ISIPTA

2003

IEEE

12 years 8 months ago
2003

IEEE

The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...