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The behavioral nature of choice is captured by the objective functional which consists of the integral of a non-concave utility function when probability is distorted by a weighting function \\(w\\). The idea of a weighting scheme is inspired by prospect theory of \\textit{D. Kahneman} and \\textit{A. Tversky} [Econometrica 47, 263--291 (1979; Zbl 0411.90012)]. Maximization is achieved in the respect of an expected value constraint, as in a model with complete financial markets. The model uncertainty is modeled as a sequence of probability spaces and of risk-neutral measures which are assumed to converge to a limit probability space and risk-neutral probability, respectively. The author then proves that the value function along such sequence converges to the limit value function and that the sequence of optimal controls admits a subsequence which converges weakly to some control which is optimal for the limit problem.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2788690$87038C9C-2C9E-41E3-986E-F96E22644D93","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"a2edc32d4b2cbd18b38858d0b0c311d0c12c0422","datavalue":{"value":{"entity-type":"item","numeric-id":249969,"id":"Q249969"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2788690$620E0809-628C-4683-B0FF-F3665099EC9A","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5c145dd8153cfd0e86b6e78b8452369790b82960","datavalue":{"value":{"entity-type":"item","numeric-id":5900233,"id":"Q5900233"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9ef20bbd2d23d45c3058a1f31fe82e17ea1a05c9","datavalue":{"value":{"amount":"+0.8261606693267822","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2788690$30D5A562-76AB-4D88-908B-CD401E35D44C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"440e9e9aad579c64b9fd5d40b57aa8b75208bbd9","datavalue":{"value":{"entity-type":"item","numeric-id":5120715,"id":"Q5120715"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7155adc6f7dce0fbc7c9d61a997e8af145cab2e6","datavalue":{"value":{"amount":"+0.7940072417259216","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2788690$2056678F-F5CB-4925-BDFE-2FA0E67412D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9bbd7df19b391e799863f3b3eb0e1a561ee4e347","datavalue":{"value":{"entity-type":"item","numeric-id":470664,"id":"Q470664"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e547277a4d5d0a6b68c24a544418ce83f50375b8","datavalue":{"value":{"amount":"+0.7875306010246277","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2788690$18B19EAD-EE50-4820-852D-E21B70A7011C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"262055ad28c9764741366e9a4c1c147047fe6dcc","datavalue":{"value":{"entity-type":"item","numeric-id":5854312,"id":"Q5854312"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cd8045dec7cabebc5e1f14e8d9cbd1fd3b9fac7d","datavalue":{"value":{"amount":"+0.782313883304596","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2788690$5E836D94-B89C-4C3C-8A4B-51A91AA260D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2eb98ab9dcf8940107a0ede0decf16469ee91f58","datavalue":{"value":{"entity-type":"item","numeric-id":1657447,"id":"Q1657447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d7dba3004a435ebf6cc0921c929ce14c90f884c1","datavalue":{"value":{"amount":"+0.7804867029190063","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2788690$A6F06456-27EB-410C-BB84-D5373D21E960","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2788690","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2788690"}}}}}