Symmetric, Coherent, Choquet Capacities
Joseph B. Kadane and Larry Wasserman
Choquet capacities are a generalization of probability measures that
arise in robustness, decision theory and game theory. Many capacities
that arise in robustness are symmetric or can be transformed into
symmetric capacities. We
characterize the extreme points of the set of upper distribution
functions corresponding to coherent, symmetric Choquet capacities on
. We also show that the set of 2-alternating capacities is a
simplex and we give a Choquet representation of this set.
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