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math.PR2020
Game-Theoretic Upper Expectations for Discrete-Time Finite-State Uncertain Processes
Natan T'Joens, Jasper De Bock, Gert de Cooman
Game-theoretic upper expectations are joint (global) probability models that mathematically describe the behaviour of uncertain processes in terms of supermartingales; capital proc…
cs.AI2020
Coherent and Archimedean choice in general Banach spaces
Gert de Cooman
I introduce and study a new notion of Archimedeanity for binary and non-binary choice between options that live in an abstract Banach space, through a very general class of choice…