Expected discounted utility

DOI10.1007/S11238-019-09718-3MaRDI QIDQ2300616zbMATH OpenOpenAlexFDO

Authors Pavlo R. Blavatskyy

Publication date 27 February 2020

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11238-019-09718-3

zbMATH Keywords

expected utility theoryintertemporal choicediscounted utilitylotterychoice under risk

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Recommendations

• Temporal risk and the nature of induced preferences
• Discounting axioms imply risk neutrality
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Cited in

(9)

• Existence and structure of stochastic equilibria with intertemporal substitution
• Trichotomic discounted utility
• A new axiomatization of discounted expected utility
• Dynamic preference foundations of expected exponentially-discounted utility
• Choquet expected discounted utility
• Risk in a simple temporal framework for expected utility theory and for SKAT, the stages of knowledge ahead theory
• Time and no lotteries: an axiomatization of maxmin expected utility
• Temporal risk and the nature of induced preferences
• A discounted cost relationship

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