Choquet expected utility with affine capacities
From MaRDI portal
Publication:333438
DOI10.1007/S11238-015-9529-5zbMATH Open1378.91091OpenAlexW2212864276MaRDI QIDQ333438FDOQ333438
Authors: Pascal Toquebeuf 
Publication date: 31 October 2016
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-015-9529-5
Recommendations
- Subjective ambiguity, expected utility and Choquet expected utility
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- A Simple Axiomatization of Nonadditive Expected Utility
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral
- Stochastic dominance with nonadditive probabilities
Cites Work
- Subjective Probability and Expected Utility without Additivity
- Expected utility with purely subjective non-additive probabilities
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Ambiguity made precise: A comparative foundation
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Continuous subjective expected utility with non-additive probabilities
- Security level, potential level, expected utility: a three-criteria decision model under risk
- A Simple Axiomatization of Nonadditive Expected Utility
- Generalized neo-additive capacities and updating
- A Subjective Spin on Roulette Wheels
Cited In (7)
- Choquet expected discounted utility
- Asymmetric Choquet random walks and ambiguity aversion or seeking
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Subjective ambiguity, expected utility and Choquet expected utility
- Ambiguous risk aversion under capacity
- Eliciting the core of a supermodular capacity
- Choices under ambiguity with familiar and unfamiliar outcomes
This page was built for publication: Choquet expected utility with affine capacities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q333438)
