Some characterizations of non-additive multi-period models

DOI10.1016/J.MATHSOCSCI.2004.03.005zbMath1161.91354OpenAlexW2097668876MaRDI QIDQ1763187

Alain Chateauneuf, Yann Rébillé

Publication date: 22 February 2005

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2004.03.005

zbMATH Keywords

Möbius inverseMyopiaDiscounted expectationSchmeidler's modelVariation aversion

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (5)

Patience in some non-additive models ⋮ Integral representation of belief measures on compact spaces ⋮ Choquet operators and belief functions ⋮ Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents ⋮ Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty

Cites Work

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• Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
• Loss aversion in a multi-period model
• Modeling attitudes towards uncertainty and risk through the use of Choquet integral
• Myopic Economic Agents
• A Note on Price Systems in Infinite Dimensional Space
• Expectation and Variation in Multi-Period Decisions
• Integral Representation Without Additivity
• Nonmonotonic Choquet integrals

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