Totally Monotone Core and Products of Monotone Measures

Several approaches to the product of non-additive monotone measures or capacities are discussed and a new approach is proposed. It starts with the Mobius product 2 of totally monotone measures and extends it by means of a supremum to general monotone measures. The sup runs over sets of totally monotone measures. These sets are de ned like the core of monotone measures or cooperative games. The new product is compatible with the partial order for arbitrary monotone measures. Keywords. Monotone measure, product measures, core of cooperative game.

• Type: Conference
• Year: 1999
• Where: ISIPTA
• Authors: Dieter Denneberg
• Keywords: ISIPTA 1999, Mathematics, Monotone Measure, Non-additive Monotone Measures, Totally Monotone