Efficient algorithms for checking avoiding sure loss
(2017)
Conference Proceeding
Nakharutai, N., Troffaes, M. C., & Caiado, C. C. (2017). Efficient algorithms for checking avoiding sure loss. In A. Antonucci, G. Corani, I. Couso, & S. Destercke (Eds.), Proceedings of the Tenth International Symposium on Imprecise Probability : Theories and Applications, 10-14 July 2017, Lugano (Switzerland) (241-252)
Sets of desirable gambles provide a general representation of uncertainty which can handle partial information in a more robust way than precise probabilities. Here we study the effectiveness of linear programming algorithms for determining whether o... Read More about Efficient algorithms for checking avoiding sure loss.