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.
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Authors addresses:
Andrew Bronevich
Nekrasovsky street 44, 347928, Taganrog, Russia
Thomas Augustin
Department of Statistics
University of Munich
Ludwigstr. 33
D-80539 Munich
Germany
E-mail addresses:
| Andrew Bronevich | brone@mail.ru |
| Thomas Augustin | thomas@stat.uni-muenchen.de |