Abstract
An important class of problems in philosophy can be formulated as mathematical programming problems in an infinite-dimensional vector space. One such problem is that of probability kinematics: the study of how an individual ought to adjust his degree-of-belief function in response to new information. Much work has recently been done to establish maximum principles for these generalized programming problems (Refs. 3–4). Perhaps, the most general treatment of the problem presented to date is that by Neustadt (Ref. 1). In this paper, the problem of probability kinematics is formulated as a generalized mathematical programming problem and necessary conditions for the optimal revised degree-of-belief function are derived from an abstract maximum principle contained in Neustadt's paper.
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Communicated by H. Halkin
This work was supported by the National Research Council of Canada.
The author is grateful to G. J. Lastman and J. A. Baker of the University of Waterloo for numerous suggestions made for improvement of this paper. The problem of probability kinematics was brought to the author's attention by W. L. Harper of the University of Western Ontario.
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May, S.J. An application of Neustadt's abstract maximum principle to probability kinematics. J Optim Theory Appl 27, 249–270 (1979). https://doi.org/10.1007/BF00933230
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DOI: https://doi.org/10.1007/BF00933230