Subjective probability theory with continuous acts
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The classical result of Savage's theory of subjective probability is extended: it is proved that the rationality assumptions on preference relations defined for continuous acts imply the existence of unique von Neuman-Morgenstern utility function.
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Cites work
- A Definition of Subjective Probability
- A Simple Axiomatization of Nonadditive Expected Utility
- Additive representations on rank-ordered sets. II: The topological approach
- Expected utility with purely subjective non-additive probabilities
- From local to global additive representation
- Harsanyi's utilitarianism theorems: General societies
- scientific article; zbMATH DE number 3339023 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- Integral representation of continuous comonotonically additive functionals
- Non-additive measure and integral
- Subjective Probability and Expected Utility without Additivity
- Theory of capacities
Cited in
(7)- Subjective expected utility with imperfect perception
- A simpler and more realistic subjective decision theory
- On the robustness of indeterminacy in subjective probability
- A set of axioms for the utility theory with rational probabilities
- Una aplicacion de la teoria de la utilidad de Von Neumann a la probabilidad subjetiva
- Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
- Signed integral representations of comonotonic additive functionals
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