Updating non-additive probabilities-- a geometric approach
A geometric approach, analogous to the approach used in the additive case, is proposed to determine the conditional expectation with non- additive probabilities. The conditional expectation is then applied for (i) updating the probability when new information becomes available; and (ii) defining the notion of independence of non-additive probabilities and Nash equilibrium.
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Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
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924, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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