Updating Non-Additive Probabilities -- A Geometric Approach

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 and Nash equilibrium.

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Year of publication:	2004-05-19
Authors:	Lehrer, Ehud
Institutions:	EconWPA
Subject:	updating \| non-additive probabilities \| conditional expectation

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Extent:	application/pdf
Series:	Game Theory and Information.
Type of publication:	Book / Working Paper
Notes:	Type of Document - pdf; pages: 25 25 pages
Classification:	C7 - Game Theory and Bargaining Theory ; D8 - Information and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005118648