The credal set operator is studied as a set-valued mapping that assigns the set of dominating probabilities to a coherent lower prevision on some set of gambles. It is shown that this mapping is affine on certain classes of coherent lower previsions, which enables to find a decomposition of credal sets. Continuity of the credal set operator is investigated on finite universes with the aim of approximating credal sets.
Keywords. credal set, coherent lower prevision, superdifferential, Hausdorff metric
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Pod vodarenskou vezi 4
182 08 Praha 8
CZECH REPUBLIC
E-mail addresses:
| Tomas Kroupa | kroupa@utia.cas.cz |