Subjective independence and concave expected utility

DOI10.1016/J.JET.2015.03.011zbMATH Open1330.91059OpenAlexW2118448548MaRDI QIDQ896936FDOQ896936

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

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zbMATH Keywords

uncertainty aversionChoquet expected utilityMachina paradoxcodecomposable independenceconcave expected utilitysubjective independence

Mathematics Subject Classification ID

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

Cites Work

• A new integral for capacities
• Maxmin expected utility with non-unique prior
• Cores of convex games
• Risk, ambiguity and the Savage axioms
• Subjective Probability and Expected Utility without Additivity
• Title not available (Why is that?)
• Ambiguity through confidence functions
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• A Definition of Subjective Probability
• Totally Balanced Games and Games of Flow
• Title not available (Why is that?)
• Decomposition-integral: unifying Choquet and the concave integrals
• Theory of capacities
• Vector Expected Utility and Attitudes Toward Variation
• The concave integral over large spaces
• Unreliable probabilities, risk taking, and decision making
• Cooperative games with large cores
• Restricting independence to convex cones
• RECURSIVE AMBIGUITY AND MACHINA'S EXAMPLES

Cited In (11)

• A test of (weak) certainty independence
• Belief hedges: Measuring ambiguity for all events and all models
• Asymmetric gain-loss reference dependence and attitudes toward uncertainty
• Independent random utility representations
• Set-valued capacities: multi-agenda decision making
• The Anscombe-Aumann representation and the independence axiom: a reconsideration
• Sandwich games
• Awareness-dependent subjective expected utility
• Coincidences of the concave integral and the pan-integral
• Purely subjective maxmin expected utility
• Title not available (Why is that?)

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