Abstract
The standard coherence criterion for lower previsions is expressed using an infinite number of linear constraints. For lower previsions that are essentially defined on some finite set of gambles on a finite possibility space, we present a reformulation of this criterion that only uses a finite number of constraints. Any such lower prevision is coherent if it lies within the convex polytope defined by these constraints. The vertices of this polytope are the extreme coherent lower previsions for the given set of gambles. Our reformulation makes it possible to compute them. We show how this is done and illustrate the procedure and its results.
| Original language | English |
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| Title of host publication | Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, UAI 2010 |
| Editors | Peter Grünwald, Peter Spirtes |
| Publisher | AUAI Press |
| Pages | 466-473 |
| Number of pages | 8 |
| ISBN (Print) | 9780974903965 |
| Publication status | Published - 2010 |
| Externally published | Yes |
| Event | 26th Conference on Uncertainty in Artificial Intelligence, UAI 2010 - Catalina Island, CA, United States Duration: 8 Jul 2010 → 11 Jul 2010 |
Conference
| Conference | 26th Conference on Uncertainty in Artificial Intelligence, UAI 2010 |
|---|---|
| Country/Territory | United States |
| City | Catalina Island, CA |
| Period | 8/07/10 → 11/07/10 |