Subjective ambiguity, expected utility and Choquet expected utility (Q1865195): Difference between revisions

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Latest revision as of 00:49, 20 March 2024

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Subjective ambiguity, expected utility and Choquet expected utility
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    Subjective ambiguity, expected utility and Choquet expected utility (English)
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    25 March 2003
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    The author provides a simple axiomatization of the Choquet expected utility model with capacity given as an inner measure. Proposed axioms are simple. Some theorems are proved. The presented results are a well start-point for future fruitful mathematical considerations.
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    Ambiguity
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    Expected utility
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    Choquet expected utility
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    Capacity
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    Inner measure
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    \(\lambda\)-system
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