Maxmin expected utility through statewise combinations

DOI10.1016/S0165-1765(99)00190-1MaRDI QIDQ1606276zbMATH OpenOpenAlexWikidataFDO

Authors Ramon Casadesus-Masanell, Peter Klibanoff, Emre Ozdenoren

Publication date 24 July 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(99)00190-1

zbMATH Keywords

maxmin expected utilitySavage acts

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Utility theory (91B16)

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Cites work

• A Definition of Subjective Probability
• A Definition of Uncertainty Aversion
• Additivity with multiple priors
• Choquet expected utility with a finite state space: Commutativity and act-independence
• scientific article; zbMATH DE number 3366923 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Maxmin expected utility over Savage acts with a set of priors
• Maxmin expected utility with non-unique prior
• On the use of capacities in modeling uncertainty aversion and risk aversion
• Risk, ambiguity and the Savage axioms
• Savage's theorem with a finite number of states
• Subjective expected utility with non-additive probabilities on finite state spaces

Cited in

(5)

• A combination of expected utility and maxmin decision criteria
• Maxmin expected utility over Savage acts with a set of priors
• Fuzzy logic-based generalized decision theory with imperfect information
• Maxmin expected utility in Savage's framework
• Completing the state space with subjective states

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