Integration and conditioning in numerical possibility theory.

*(English)*Zbl 1314.28012Summary: The paper discusses integration and some aspects of conditioning in numerical possibility theory, where possibility measures have the behavioural interpretation of upper probabilities, that is, systems of upper betting rates. In such a context, integration can be used to extend upper probabilities to upper previsions. It is argued that the role of the fuzzy integral in this context is limited, as it can only be used to define a coherent upper prevision if the associated upper probability is 0-1-valued, in which case it moreover coincides with the Choquet integral. These results are valid for arbitrary coherent upper probabilities, and therefore also relevant for possibility theory. It follows from the discussion that in a numerical context, the Choquet integral is better suited than the fuzzy integral for producing coherent upper previsions starting from possibility measures. At the same time, alternative expressions for the Choquet integral associated with a possibility measure are derived. Finally, it is shown that a possibility measure is fully conglomerable and satisfies Walley’s regularity axiom for conditioning, ensuring that it can be coherently extended to a conditional possibility measure using both the methods of natural and regular extension.