Subjective independence and concave expected utility

DOI10.1016/J.JET.2015.03.011MaRDI QIDQ896936zbMATH OpenOpenAlexFDO

Authors Ehud Lehrer, Roee Teper

Publication date 15 December 2015

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2015.03.011

zbMATH Keywords

uncertainty aversionChoquet expected utilityMachina paradoxcodecomposable independenceconcave expected utilitysubjective independence

Mathematics Subject Classification ID

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

Recommendations

• Subjective probability and stochastic independence
• A simple behavioral characterization of subjective expected utility
• Expected utility with subjective events
• Subjective Probability and Expected Utility without Additivity
• Probabilistic subjective expected utility

Cites work

• scientific article; zbMATH DE number 3904328 (Why is no real title available?)
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• scientific article; zbMATH DE number 3195782 (Why is no real title available?)
• A Definition of Subjective Probability
• A new integral for capacities
• Ambiguity through confidence functions
• Cooperative games with large cores
• Cores of convex games
• Decomposition-integral: unifying Choquet and the concave integrals
• Maxmin expected utility with non-unique prior
• Recursive ambiguity and Machina's examples
• Restricting independence to convex cones
• Risk, ambiguity and the Savage axioms
• Subjective Probability and Expected Utility without Additivity
• The concave integral over large spaces
• Theory of capacities
• Totally Balanced Games and Games of Flow
• Unreliable probabilities, risk taking, and decision making
• Vector Expected Utility and Attitudes Toward Variation

Cited in

(11)

• Coincidences of the concave integral and the pan-integral
• Independent random utility representations
• A test of (weak) certainty independence
• Sandwich games
• Belief hedges: Measuring ambiguity for all events and all models
• Awareness-dependent subjective expected utility
• The Anscombe-Aumann representation and the independence axiom: a reconsideration
• scientific article; zbMATH DE number 1107652 (Why is no real title available?)
• Asymmetric gain-loss reference dependence and attitudes toward uncertainty
• Purely subjective maxmin expected utility
• Set-valued capacities: multi-agenda decision making

This page was built for publication: Subjective independence and concave expected utility

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q896936)