State dependent expected utility for Savage's state space

DOI10.1287/MOOR.24.1.8zbMATH Open0985.91016OpenAlexW2157439851MaRDI QIDQ2757580FDOQ2757580

Horst Zank, Peter P. Wakker

Publication date: 26 November 2001

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: http://repub.eur.nl/pub/23034

zbMATH Keywords

expected utilityBayesian updatingseparable preferencesdecomposable functionals

Mathematics Subject Classification ID

Decision theory (91B06) Individual preferences (91B08) Utility theory (91B16)

Cited In (24)

• Relative utilitarianism under uncertainty
• Title not available (Why is that?)
• Decomposable choice under uncertainty
• A characterization of Cesàro average utility
• Stochastic dynamic utilities and intertemporal preferences
• Do bets reveal beliefs? A unified perspective on state-dependent utility issues
• Context-Dependent Utilities
• A simplified approach to subjective expected utility
• Benchmarking real-valued acts
• Concavity, stochastic utility, and risk aversion
• Fully Bayesian aggregation
• Title not available (Why is that?)
• Additive representation of separable preferences over infinite products
• When is there state independence?
• The aggregation of imprecise probabilities
• State-dependent strength-of-preference
• Discounted utility and present value -- a close relation
• An expected utility theory for state-dependent preferences
• A simple and general axiomatization of average utility maximization for infinite streams
• Preference aggregation under uncertainty: Savage vs. Pareto
• An additively separable representation in the Savage framework
• Individual fairness in Harsanyi's utilitarianism: operationalizing all-inclusive utility
• On conditional Chisini means and risk measures
• Universal interactive preferences

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