Finite approximations to coherent choice

Troffaes, Matthias

doi:10.1016/j.ijar.2008.07.001

Finite approximations to coherent choice

Troffaes, Matthias

Authors

Professor Matthias Troffaes matthias.troffaes@durham.ac.uk
Professor

Abstract

This paper studies and bounds the effects of approximating loss functions and credal sets on choice functions, under very weak assumptions. In particular, the credal set is assumed to be neither convex nor closed. The main result is that the effects of approximation can be bounded, although in general, approximation of the credal set may not always be practically possible. In case of pairwise choice, I demonstrate how the situation can be improved by showing that only approximations of the extreme points of the closure of the convex hull of the credal set need to be taken into account, as expected.

Citation

Troffaes, M. (2009). Finite approximations to coherent choice. International Journal of Approximate Reasoning: Uncertainty in Intelligent Systems, 50(4), 655-665. https://doi.org/10.1016/j.ijar.2008.07.001

Journal Article Type	Article
Publication Date	Apr 1, 2009
Deposit Date	Jun 19, 2009
Publicly Available Date	Oct 17, 2014
Journal	International Journal of Approximate Reasoning
Print ISSN	0888-613X
Publisher	Elsevier
Peer Reviewed	Peer Reviewed
Volume	50
Issue	4
Pages	655-665
DOI	https://doi.org/10.1016/j.ijar.2008.07.001
Keywords	Decision making, E-admissibility, Maximality, Numerical analysis, Lower prevision, Sensitivity analysis.

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Copyright Statement
NOTICE: this is the author’s version of a work that was accepted for publication in International Journal of Approximate Reasoning. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in International Journal of Approximate Reasoning, 50, 4, 2009, 10.1016/j.ijar.2008.07.001.