A nonsmooth approach to nonexpected utility theory under risk

DOI10.1016/J.MATHSOCSCI.2011.08.001MaRDI QIDQ418048zbMATH OpenOpenAlexFDO

Authors Kalyan Chatterjee, R. Vijay Krishna

Publication date 14 May 2012

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

Full work available at URL https://doi.org/10.1016/j.mathsocsci.2011.08.001

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

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Cited in

(8)

• A correspondence theorem between expected utility and smooth utility
• Generalized envelope theorems: applications to dynamic programming
• Comment on ``Modeling non-monotone risk aversion using SAHARA utility functions
• Risk aversion for nonsmooth utility functions
• On concave functions over lotteries
• Lipschitz Bernoulli Utility Functions
• Modeling non-monotone risk aversion using SAHARA utility functions
• Adaptive preferences: an evolutionary model of non-expected utility and ambiguity aversion

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