Computational aspects in checking of coherence and propagation of conditional probability bounds

Abstract

In this paper we consider the problem of reducing the computational difficulties in g-coherence checking and propagation of imprecise conditional probability assessments. We review some theoretical results related with the linear structure of the random gain in the betting criterion. Then, we propose a modi ed version of two existing algorithms, used for g-coherence checking and propagation, which are based on linear systems with a reduced number of unknowns. The reduction in the number of unknowns is obtained by an iterative algorithm. Finally, to illustrate our procedure we give some applications.