Computing the Join Range of a Set of Expectations
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چکیده
In the theory of imprecise probability it is often of interest to find the range of the expectation of some function over a convex family of probability measures. Here we show how to find the joint range of the expectations of a finite set of functions when the underlying space is finite and the family of probability distributions is defined by finitely many linear constraints.
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تاریخ انتشار 2005