Updating Choquet capacities: a general framework

Robert Kast, André Lapied and Pascal Toquebeuf
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Robert Kast: CNRS - Centre National de la Recherche Scientifique
André Lapied: GREQAM - Groupement de Recherche en Économie Quantitative d'Aix-Marseille - EHESS - École des hautes études en sciences sociales - AMU - Aix Marseille Université - ECM - École Centrale de Marseille - CNRS - Centre National de la Recherche Scientifique
Pascal Toquebeuf: GAEL - Laboratoire d'Economie Appliquée = Grenoble Applied Economics Laboratory - UPMF - Université Pierre Mendès France - Grenoble 2 - INRA - Institut National de la Recherche Agronomique

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Abstract: 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.

Date: 2012-09-01
Note: View the original document on HAL open archive server: https://hal.science/hal-04476906v1
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Published in Economics Bulletin, 2012, 32 (2), pp.1495-1503

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