A nonlinear, nontransitive and additive-probability model for decisions under uncertainty

DOI10.1214/aos/1176350378zbMath0633.90002OpenAlexW2047955873MaRDI QIDQ1096513

Peter C. Fishburn, Irving H. La Valle

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350378

zbMATH Keywords

independencetransitivitysubjective expected utilitydecision under risknontransitive preferencesRamsey-Savage modelskew-symmetric bilinear

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (21)

A note on Wakker's cardinal coordinate independence ⋮ The structure of SSB utilities for decision under uncertainty ⋮ Violation of the transitivity axiom may explain why, in empirical studies, a significant number of subjects violate GARP ⋮ Decisions under risk and uncertainty: A survey of recent developments ⋮ Non-transitive measurable utility for decision under uncertainty ⋮ On solving intransitivities in repeated pairwise choices ⋮ State-dependent SSB utility ⋮ Subjective expected utility with signed threshold ⋮ Skew symmetric additive utility with finite states ⋮ On neutrality of preferences on acts with respect to use of proxy outcomes ⋮ Transitivity in the small and in the large for states-additive SSB utilities ⋮ Rank- and sign-dependent linear utility models for binary gambles ⋮ Nontransitive additive conjoint measurement ⋮ On some ordinal models for decision making under uncertainty ⋮ Nontransitive preferences in decision theory ⋮ Transitivity is equivalent to independence for states-additive SSB utilities ⋮ Transitivity revisited ⋮ Unique nontransitive measurement on finite sets ⋮ Preference structures and their numerical representations ⋮ Skew-symmetric additive representations of preferences ⋮ A variational model of preference under uncertainty

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