Article ID Journal Published Year Pages File Type
4620790 Journal of Mathematical Analysis and Applications 2008 14 Pages PDF
Abstract

We study n-monotone functionals, which constitute a generalisation of n-monotone set functions. We investigate their relation to the concepts of exactness and natural extension, which generalise coherence and natural extension in the behavioural theory of imprecise probabilities. We improve upon a number of results in the literature, and prove among other things a representation result for exact n-monotone functionals in terms of Choquet integrals.

Related Topics
Physical Sciences and Engineering Mathematics Analysis