Maxmin expected utility through statewise combinations

DOI10.1016/S0165-1765(99)00190-1zbMath1031.91027OpenAlexW2067273753WikidataQ126297979 ScholiaQ126297979MaRDI QIDQ1606276

Peter Klibanoff, Emre Ozdenoren, Ramon Casadesus-Masanell

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)

Related Items (4)

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

Cites Work

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• Maxmin expected utility with non-unique prior
• On the use of capacities in modeling uncertainty aversion and risk aversion
• Savage's theorem with a finite number of states
• Additivity with multiple priors
• Choquet expected utility with a finite state space: Commutativity and act-independence
• Maxmin expected utility over Savage acts with a set of priors
• Subjective expected utility with non-additive probabilities on finite state spaces
• Risk, Ambiguity, and the Savage Axioms
• A Definition of Uncertainty Aversion
• A Definition of Subjective Probability

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