Skip to main content

An Imprecise Probability Approach to Joint Extensions of Stochastic and Interval Orderings

  • Conference paper
Advances in Computational Intelligence (IPMU 2012)

Abstract

This paper deals with methods for ranking uncertain quantities in the setting of imprecise probabilities. It is shown that many techniques for comparing random variables or intervals can be generalized by means of upper and lower expectations of sets of gambles, so as to compare more general kinds of uncertain quantities. We show that many comparison criteria proposed so far can be cast in a general form.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Aiche, F., Dubois, D.: An Extension of Stochastic Dominance to Fuzzy Random Variables. In: Hüllermeier, E., Kruse, R., Hoffmann, F. (eds.) IPMU 2010. LNCS, vol. 6178, pp. 159–168. Springer, Heidelberg (2010)

    Chapter  Google Scholar 

  2. Chateauneuf, A., Cohen, M.: Cardinal extensions of the EU model based on Choquet integral. In: Bouyssou, D., Dubois, D., Pirlot, M., Prade, H. (eds.) Decision-Making Process Concepts and Methods, ch. 3. ISTE & Wiley, London (2009)

    Google Scholar 

  3. Couso, I., Moral, S.: Sets of Desirable Gambles and Credal Sets. In: 6th International Symposium on Imprecise Probability: Theories and Applications, Durham, United Kingdom (2009)

    Google Scholar 

  4. Couso, I., Sánchez, L.: The Behavioral Meaning of the Median. In: Borgelt, C., González-Rodríguez, G., Trutschnig, W., Lubiano, M.A., Gil, M.Á., Grzegorzewski, P., Hryniewicz, O. (eds.) Combining Soft Computing and Statistical Methods in Data Analysis. AISC, vol. 77, pp. 115–122. Springer, Heidelberg (2010)

    Chapter  Google Scholar 

  5. David, H.: The method of paired comparisons. In: Griffin’s Statistical Monographs & Courses, vol. 12. Charles Griffin & D. Ltd., London (1963)

    Google Scholar 

  6. De Cooman, G.: Further thoughts on possibilistic previsions: A rejoinder. Fuzzy Sets and Systems 153, 375–385 (2005)

    Article  Google Scholar 

  7. Denoeux, T.: Extending stochastic ordering to belief functions on the real line. Information Sciences 179, 1362–1376 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  8. Dubois, D., Prade, H.: The mean value of a fuzzy number. Fuzzy Sets and Systems 24, 279–300 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  9. Dubois, D., Prade, H.: Random sets and fuzzy interval analysis. Fuzzy Sets and Systems 42, 87–101 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  10. Fishburn, P.: Interval Orderings. Wiley, New-York (1987)

    Google Scholar 

  11. Gilboa, I., Schmeidler, D.: Maxmin expected utility with non-unique prior. Journal of Mathematical Economics 181, 41–153 (1989)

    MathSciNet  Google Scholar 

  12. Hadar, J., Russell, W.: Rules for Ordering Uncertain Prospects. American Economic Review 59, 25–34 (1969)

    Google Scholar 

  13. Jaffray, J.Y., Jeleva, M.: Information processing under imprecise risk with the Hurwicz criterion. In: Proc. of the Fifth Int. Symposium on Imprecise Probabilities and Their Applications, ISIPTA 2007 (2007)

    Google Scholar 

  14. Kikuti, D., Cozman, F.G., De Campos, C.P.: Partially ordered preferences in decision trees: computing strategies with imprecision in probabilities. In: Brafman, R., Junker, U. (eds.) Multidisciplinary IJCAI 2005 Workshop on Advances in Preference Handling, pp. 118–123 (2005)

    Google Scholar 

  15. Sánchez, L., Couso, I., Casillas, J.: Modeling Vague Data with Genetic Fuzzy Systems under a Combination of Crisp and Imprecise Criteria. In: Proceedings of the 2007 IEEE Symposium on Computational Intelligence in Multicriteria Decision Making, MCDM 2007 (2007)

    Google Scholar 

  16. Sánchez, L., Couso, I., Casillas, J.: Genetic Learning of Fuzzy Rules based on Low Quality Data. Fuzzy Sets and Systems 160, 2524–2552 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  17. Satia, J.K., Roy, J., Lave, E.: Markovian decision processes with uncertain transition probabilities. Operations Research 21(3), 728–740 (1973)

    Article  MathSciNet  MATH  Google Scholar 

  18. Savage, L.J.: The Foundations of Statistics. Wiley (1954); 2nd edn. Dover Publications Inc., New York (1972)

    Google Scholar 

  19. Troffaes, M.C.W.: Decision making under uncertainty using imprecise probabilities. International Journal of Approximate Reasoning 45, 17–19 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  20. Walley, P.: Statistical Reasoning with Imprecise Probabilities. Chapman and Hall (1991)

    Google Scholar 

  21. Zaffalon, M., Wesnes, K., Petrini, O.: Reliable diagnoses of dementia by the naive credal classifier inferred from incomplete cognitive data. Artificial Intelligence in Medicine 29, 61–79 (2003)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Couso, I., Dubois, D. (2012). An Imprecise Probability Approach to Joint Extensions of Stochastic and Interval Orderings. In: Greco, S., Bouchon-Meunier, B., Coletti, G., Fedrizzi, M., Matarazzo, B., Yager, R.R. (eds) Advances in Computational Intelligence. IPMU 2012. Communications in Computer and Information Science, vol 299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31718-7_41

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-31718-7_41

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-31717-0

  • Online ISBN: 978-3-642-31718-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics