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  • Alain Chateauneuf

    ()

    (Axe Economie mathématique et jeux - CES - Centre d'économie de la Sorbonne - UP1 - Université Panthéon-Sorbonne - CNRS - EEP-PSE - Ecole d'Économie de Paris - Paris School of Economics)

  • Thibault Gajdos

    ()

    (Department of Economics, Ecole Polytechnique - Polytechnique - X - CNRS, CERSES - Centre de recherche sens, ethique, société - CNRS - UPD5 - Université Paris Descartes - Paris 5)

  • Jean-Yves Jaffray

    (LIP6 - Laboratoire d'Informatique de Paris 6 - CNRS - UPMC - Université Pierre et Marie Curie - Paris 6)

We study the Full Bayesian Updating rule for convex capacities. Following a route suggested by Jaffray (1992), we define some properties one may want to impose on the updating process, and identify the classes of (convex and strictly positive) capacities that satisfy these properties for the Full Bayesian updating rule.

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File URL: https://hal.archives-ouvertes.fr/hal-00455779/document
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Paper provided by HAL in its series Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) with number hal-00455779.

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Date of creation: Jul 2011
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Handle: RePEc:hal:cesptp:hal-00455779
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-00455779
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  1. Chateauneuf, Alain & Jaffray, Jean-Yves, 1989. "Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion," Mathematical Social Sciences, Elsevier, vol. 17(3), pages 263-283, June.
  2. Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2007. "Updating Choquet beliefs," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 888-899, September.
  3. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-87, May.
  4. Cesaltina Pacheco Pires, 2002. "A Rule For Updating Ambiguous Beliefs," Theory and Decision, Springer, vol. 53(2), pages 137-152, September.
  5. Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2008. "Neo-additive capacities and updating," Sonderforschungsbereich 504 Publications 08-31, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  6. Itzhak Gilboa & David Schmeidler, 1991. "Updating Ambiguous Beliefs," Discussion Papers 924, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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