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The marginal problem for sets of desirable gamble sets
Proceedings of the Fourteenth International Symposium on Imprecise Probabilities: Theories and Applications, PMLR 290:103-114, 2025.
Abstract
We study the marginal problem for sets of desirable gamble sets (SoDGSes), which is equivalent to studying this problem for choice functions. More specifically, given a number of marginal SoDGSes on overlapping domains, we establish conditions under which they are compatible in the sense that they can be derived from a common joint SoDGS. We do so for SoDGSes that admit a concrete finite representation. Our main result is that such SoDGSes are compatible if they are pairwise compatible and if a running intersection property is satisfied.