SYMMETRICAL, COHERENT, CHOQUET CAPACITIES

Choquet capacities are a generalization of probability measures that a rise in robustness, decision theory and game theory. Many capacities t hat arise in robustness are symmetric or can be transformed into symme tric capacities. We characterize the extreme points of the set of uppe r distribution functions corresponding to coherent, symmetric Choquet capacities on [0, 1]. We also show that the set of 2-alternating capac ities is a simplex and we give a Choquet representation of this set.