The paper investigates outer approximations of coherent lower probabilities by 2-monotone measures. We charac-terize the set of (Pareto)-optimal outer approximations and provide powerful iterative algorithms to calculate such measures.
Keywords. Pareto optimal 2-monotone measure, additivity on lattices, simplex method, imprecision indices.
The paper is availabe in the following formats:
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Department of Statistics
University of Munich