Updating Non-Additive Probabilities -- A Geometric Approach

Ehud Lehrer ()

Game Theory and Information from EconWPA

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 and Nash equilibrium.

Keywords: updating; non-additive probabilities; conditional expectation (search for similar items in EconPapers)
JEL-codes: C7 D8 (search for similar items in EconPapers)
Date: 2004-05-19
Note: Type of Document - pdf; pages: 25
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Journal Article: Updating non-additive probabilities-- a geometric approach (2005)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpga:0405010

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