Updating non-additive probabilities - A geometric approach

Research output: Contribution to journalArticlepeer-review

Abstract

A geometric approach, analogous to the approach used in the additive case, is proposed to determine the conditional expectation with non-additive probabilities. The conditional expectation is then applied for (i) updating the probability when new information becomes available; and (ii) defining the notion of independence of non-additive probabilities.

Original languageEnglish
Pages (from-to)42-57
Number of pages16
JournalGames and Economic Behavior
Volume50
Issue number1 SPEC. ISS.
DOIs
StatePublished - Jan 2005

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