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Thresholds

This section describes a general theorem for additive measurement in Fishburn (1992b) and applies it to the closed-interval representation

displaymath2189

where tex2html_wrap_inline2191 and tex2html_wrap_inline2193 . A sample of other approaches to interval and more general threshold representations is provided in Doignon et al. (1986), Chateauneuf (1987), Nakamura (1988), Suppes et al. (1989, Chapter 16), Beja and Gilboa (1992), Abbas and Vincke (1993), Bogart and Trenk (1994), Abbas (1995) and Mitas (1995).

Our theorem is a linear separation theorem for arbitrary systems of linear inequalities that have finite numbers of terms. We begin with a nonempty set Y, and let V denote the vector space of all tex2html_wrap_inline2199 for which tex2html_wrap_inline2201 is finite. We define tex2html_wrap_inline2203 and v + v' for real tex2html_wrap_inline1719 and tex2html_wrap_inline2209 by

displaymath2211

The representation for the theorem consists of distinguished subsets A and B of V and a mapping tex2html_wrap_inline2219 for which

  equation885

where tex2html_wrap_inline2221 . We say that (A,B) is solvable if there exists a tex2html_wrap_inline2225 that satisfies linear system (10). We will state a condition on (A,B) that is necessary and sufficient for solvability. It is assumed, with no loss of generality, that the zero function 0 of V is in A and that B is not empty.

A few other definitions are needed. For tex2html_wrap_inline2235 , tex2html_wrap_inline2237 . A subset K of V is a convex cone if it is nonempty, closed under convex combinations, and contains tex2html_wrap_inline2203 whenever tex2html_wrap_inline2245 and tex2html_wrap_inline2247 . A convex cone K is without origin if tex2html_wrap_inline2251 . The convex cone generated by nonempty tex2html_wrap_inline2253 is denoted by tex2html_wrap_inline2255 , so

displaymath2257

Finally, we say that nonempty tex2html_wrap_inline2253 is Archimedean if for all tex2html_wrap_inline2261 , tex2html_wrap_inline2263 for some tex2html_wrap_inline2245 .

Our separation theorem says that (A,B) is solvable if and only if tex2html_wrap_inline2269 is included in some Archimedean convex cone without origin in V. Given (10), necessity of the condition on tex2html_wrap_inline2269 is shown by extending tex2html_wrap_inline2225 linearly to all of V by tex2html_wrap_inline2279 and observing that tex2html_wrap_inline2281 is an Archimedean convex cone without origin that includes tex2html_wrap_inline2269 . The sufficiency proof is based on a standard separation theorem discussed, for example, in Kelley and Namioka (1963) and Klee (1969).

To apply the theorem to the opening representation of this section, let X' be a disjoint copy of X with tex2html_wrap_inline2289 corresponding to tex2html_wrap_inline1793 , and let tex2html_wrap_inline2293 . The opening representation can then be rewritten as

displaymath2295

Sets A and B for application of the separation theorem are

displaymath2301

displaymath2303

Suppose tex2html_wrap_inline2269 is included in an Archimedean convex cone without origin. Let tex2html_wrap_inline2225 satisfy (10). Then, when tex2html_wrap_inline1071 and tex2html_wrap_inline1073 , tex2html_wrap_inline2313 and tex2html_wrap_inline2315 , or tex2html_wrap_inline2317 and tex2html_wrap_inline2319 ; for tex2html_wrap_inline2289 , tex2html_wrap_inline2323 , or tex2html_wrap_inline2325 ; when tex2html_wrap_inline1151 , tex2html_wrap_inline2329 , or tex2html_wrap_inline2331 .


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Next: Decision Under Risk and Up: No Title Previous: Cancellation Conditions

Peter.Fishburn