Subjective ambiguity, expected utility and Choquet expected utility (Q1865195)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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