Choquet utility from distorted probabilities: a characterization

MaRDI QIDQ3518900zbMATH OpenFDO

Authors Magalì E. Zuanon

Publication date 12 August 2008

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

Recommendations

• Choquet utility for noncomplete preferences.
• Core of convex distortions of a probability.
• Stochastic dominance with nonadditive probabilities
• Dilatation monotonous Choquet integrals
• Choquet expected utility representation of preferences on generalized lotteries

Cited in

(4)

• Distorted probabilities and choice under risk
• Core of convex distortions of a probability.
• Choquet utility for noncomplete preferences.
• Choquet expected discounted utility

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