Duality in non-additive expected utility theory

DOI10.1007/BF02283531zbMath0707.90022MaRDI QIDQ919971

Itzhak Gilboa

Publication date: 1989

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

non-additive probabilitiesduality problems

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (10)

Additive representations of non-additive measures and the Choquet integral ⋮ Non-transitive measurable utility for decision under uncertainty ⋮ Belief updating under ambiguity: a numerical simulation analysis ⋮ Dominance conditions in non-additive expected utility theory ⋮ Recent developments in modeling preferences: Uncertainty and ambiguity ⋮ A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models ⋮ Subjective expected utility with non-additive probabilities on finite state spaces ⋮ Subjective utility with upper and lower probabilities on finite states ⋮ Stochastic dominance with nonadditive probabilities ⋮ A variational model of preference under uncertainty

Cites Work

• Expected utility with purely subjective non-additive probabilities
• Theory of capacities
• Integral Representation Without Additivity
• The Dual Theory of Choice under Risk
• Unnamed Item

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