Expected utility within a generalized concept of probability -- a comprehensive framework for decision making under ambiguity

DOI10.1007/s00362-001-0083-6zbMath1020.62005MaRDI QIDQ1402914

Thomas Augustin

Publication date: 31 August 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-001-0083-6

zbMATH Keywords

linear programming; decision making; Choquet integral; ambiguity; expected utility; ambiguity aversion; imprecise probabilities; non-additive measures; Choquet expected utility; belief functions; capacities; multiple priors; lower and upper probabilities; interval probability; ambiguity seeking

Mathematics Subject Classification ID

91B16: Utility theory

62C05: General considerations in statistical decision theory

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