Didier Dubois: Unified View of Uncertainty Theories – The limited expressiveness of single probability measures

The variability of physical phenomena and partial ignorance about them motivated the development of probability theory in the two last
centuries. However, the mathematical framework of probability theory, together with the Bayesian credo claiming the inevitability of unique probability measures for representing agents’ beliefs, have blurred the distinction between variability and ignorance. Modern theories of uncertainty, by putting together probabilistic and set-valued representations of information, provide a better account of the various facets of uncertainty.