An axiomatization of Choquet expected utility with cominimum independence

DOI10.1007/S11238-013-9411-2zbMATH Open1378.91084OpenAlexW2164961703MaRDI QIDQ2353261FDOQ2353261

Authors: T. Asano, Hiroyuki Kojima 

Publication date: 9 July 2015

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

Full work available at URL: http://www.kier.kyoto-u.ac.jp/DP/DP878.pdf

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zbMATH Keywords

coreChoquet expected utilitycominimum additivitycominimum independenceE-capacity expected utilitymulti-prior expected utility

Mathematics Subject Classification ID

Utility theory (91B16) Axioms; other general questions in probability (60A05)

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Cited In (9)

• On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence
• A simple axiomatization and constructive representation proof for Choquet expected utility
• Choquet operators and belief functions
• Consequentialism and dynamic consistency in updating ambiguous beliefs
• Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
• Stochastic expected utility for binary choice: a `modular' axiomatic foundation
• CHOQUET INTEGRAL MODELS AND INDEPENDENCE CONCEPTS IN MULTIATTRIBUTE UTILITY THEORY
• Subjective ambiguity, expected utility and Choquet expected utility
• Choquet expected utility with a finite state space: Commutativity and act-independence

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