Probability measure

An extension of the ordering to the set of probability measures

A general method for extension of the ordering to the set of the probability measured. It based on the Galois connection between all such extensions and subsets of isotone mappings of the given ordered set in the real numbers. The canonical extension is defined as extension determined by the set of all isotone mappings. For canonical extension, an effective description is given and the maximal measures in convex polyhedra are found. Some applications of considered methods for decision making problems are indicated.