118
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ISIPTA
15 years 2 months ago
2005 IEEE 
Sets of probability measures which form neighbourhoods of classical probability measures are studied. An application of Jeffrey’s rule of conditioning to forming neighbourhoods...
ISIPTA
15 years 2 months ago
2005 IEEE 
Graph-theoretical representations for sets of probability measures (credal networks) generally display high complexity, and approximate inference seems to be a natural solution fo...
ISIPTA
15 years 2 months ago
2005 IEEE 
: A generalization of subjective expected utility is presented in which the primitives are a finite set of states of the world, a finite set of strategies available to the decision...
ISIPTA
15 years 2 months ago
2005 IEEE 
The “Ellsberg phenomenon” has played a significant role in research on imprecise probabilities. Fox and Tversky [7] have attempted to explain this phenomenon in terms of thei...
ISIPTA
15 years 2 months ago
2005 IEEE 
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...
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Mathematics