Stopping rules for utility functions and the St. Petersburg gamble

DOI10.1016/S0096-3003(97)10169-2MaRDI QIDQ1294318zbMATH OpenOpenAlexFDO

Authors Moshe Dror, Bruce C. Hartman

Publication date 29 June 1999

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(97)10169-2

zbMATH Keywords

decision analysisrisk analysisutility theory

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4061056 (Why is no real title available?)
• scientific article; zbMATH DE number 50042 (Why is no real title available?)
• scientific article; zbMATH DE number 604946 (Why is no real title available?)
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Exposition of a New Theory on the Measurement of Risk
• Optimum consumption and portfolio rules in a continuous-time model
• Risk Aversion in the Small and in the Large

Cited in

(7)

• Stopping Strategies and Gambler's Ruin
• Rationality judge and optimization design of lottery scheme
• The St. Petersburg paradox and capital asset pricing
• The St. Petersburg gamble and risk
• scientific article; zbMATH DE number 4123470 (Why is no real title available?)
• General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
• The median-based resolution of the St. Petersburg paradox

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