Unbounded expected utility and continuity

DOI10.1016/0165-4896(84)90096-9MaRDI QIDQ761228zbMATH OpenOpenAlexFDO

Authors Lars Tyge Nielsen

Publication date 1984

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

Full work available at URL https://doi.org/10.1016/0165-4896(84)90096-9

zbMATH Keywords

weak convergence of probability measuresexpected- utilityprobability distribution of outcomesunbounded utility

Mathematics Subject Classification ID

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

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Cites work

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• A Pseudo-Metric Space of Probability Measures and the Existence of Measurable Utility
• Admissible Sets of Utility Functions in Expected Utility Maximization
• An Axiomatic Approach to Measurable Utility
• Bounded Expected Utility
• Expected Utility and Continuity
• Theory of games and economic behavior.
• Truth and Simplicity
• Unbounded Utility Functions in Expected Utility Theory
• Unbounded expected utility

Cited in

(27)

• Continuous linear utility for preferences on convex sets in normed real vector spaces
• Upper and lower bounds for expected utility
• The utility of infinite menus
• The measure representation: A correction
• scientific article; zbMATH DE number 4079112 (Why is no real title available?)
• Preferences over all random variables: incompatibility of convexity and continuity
• On the continuity of expected utility
• scientific article; zbMATH DE number 2108697 (Why is no real title available?)
• Time continuity and nonadditive expected utility
• scientific article; zbMATH DE number 3965767 (Why is no real title available?)
• scientific article; zbMATH DE number 2204521 (Why is no real title available?)
• How quasi rational are you? II. Chern curvature measures local failure of the expected utility maximization axioms
• scientific article; zbMATH DE number 830010 (Why is no real title available?)
• Lipschitz Bernoulli Utility Functions
• A set of axioms for the utility theory with rational probabilities
• Anticipated utility: A measure representation approach
• Expected utility without continuity: a comment on Delbaen et al. (2011)
• An Axiomatic Model of Unbounded Utility Functions
• The topology of fear
• Prospect theory for continuous distributions: a preference foundation
• Preference for equivalent random variables: A price for unbounded utilities
• How to co-exist with nonexistent expectations
• Smooth preferences and the approximate expected utility hypothesis
• Expected utility theory with probability grids and preference formation
• The expected utility of portfolios of assets
• Standard decision theory corrected.
• Random expected utility theory with a continuum of prizes

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