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Updating Choquet capacities: a general framework
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Updating Choquet capacities: a general framework

Robert Kast, André Lapied et Pascal Toquebeuf
Economics Bulletin, Vol.32(2), pp.1495-1503
01/05/2012

Résumé

Updating Capacities Choquet expected utility D - Microeconomics/D.D8 - Information, Knowledge, and Uncertainty
Several updating rules for Choquet capacities have been proposed in the literature. We propose to study them in a general framework consisting of extending the definition of conditional expectations to the Choquet case. Then we adopt several relations between unconditional and conditional expectations and observe which updating rule is able to resolve such and such a relation. It allows to specify which updating rule should be used depending on the decision context.

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