Exchanging Iterated Expectations of Random Upper Semicontinuous Functions: an application to decision theory
نویسندگان
چکیده
In this paper we present a procedure to deal with a kind of single-stage decision problems with imprecise utilities. In this type of problems the product measurability of the utility function is not required. So that, the involved expectations are calculated by means of iterated integrals instead of integrals over product spaces. Keywords— Bayesian decision analysis, Iterated expectation, Kudo-Aumann’s integral, Random upper semicontinuous function, Uncertainty modeling.
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