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Some remarks on the use of strict complementarity in checking coherence and extending coherent probabilities

PELESSONI, RENATO
1998
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Abstract
The problem of verifying the coherence of a probabilistic assignment on a finite set of conditional events has been recently examined by several authors ([6, 7, 10, 11, 25]). The algorithms proposed are substantially very similar and they all require to solve a sequence of systems of linear inequalities, such that the number of rows of each of these systems is determined by the solution found for the previous one. In the sequel, we shall examine how the concept of strictly complementary solution of a linear program (LP) can be applied in this framework to reduce the number and the size of the systems to be solved.
Archivio
http://hdl.handle.net/11368/2561823
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  • strict complementarit...

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