FIRST INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITIES AND THEIR APPLICATIONS

Ghent, Belgium
30 June - 2 July 1999

ELECTRONIC PROCEEDINGS

Dieter Denneberg

Totally Monotone Core and Products of Monotone Measures

Abstract

Several approaches to the product of non-additive monotone measures (or capacities) are discussed and a new approach is proposed. It starts with the Möbius product (Hendon et al. 1996) of totally monotone measures and extends it by means of a supremum to general monotone measures. The sup runs over sets of totally monotone measures. These sets are defined like the core of monotone measures (or cooperative games). The new product is compatible with the partial order for arbitrary monotone measures.

Keywords. Monotone measure, product measures, core of cooperative game

The paper is available in the following formats and sites:

Authors addresses:

FB 3, Mathematik / Informatik
Universität Bremen
D-28334 Bremen

E-mail addresses:

Dieter Denneberg denneberg@math.uni-bremen.de


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