Stochastic utility theorem
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Publication:952679
DOI10.1016/J.JMATECO.2007.12.005zbMATH Open1152.91019OpenAlexW3122976148MaRDI QIDQ952679FDOQ952679
Publication date: 13 November 2008
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2007.12.005
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Cites Work
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- Mixture Symmetry and Quadratic Utility
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Cited In (24)
- Empirical tests of stochastic binary choice models
- A Refinement of Logit Quantal Response Equilibrium
- Invariance axioms and functional form restrictions in structural models
- Utility of a quarter-million
- Future plans and errors
- Loss aversion
- The stochastic choice problem: A game-theoretic approach
- How to extend a model of probabilistic choice from binary choices to choices among more than two alternatives
- Fechner's strong utility model for choice among \(n > 2\) alternatives: risky lotteries, savage acts, and intertemporal payoffs
- Random binary choices that satisfy stochastic betweenness
- Stochastic models for risky choices: a comparison of different axiomatizations
- Probability weighting and L-moments
- Probabilistic choice and stochastic dominance
- Stochastic transitivity: axioms and models
- Probabilistic intertemporal choice
- Uncertainty and binary stochastic choice
- Stochastic additive differences
- Discrete choice and stochastic utility maximization
- Stochastic expected utility for binary choice: a `modular' axiomatic foundation
- Noise and bias in eliciting preferences
- Stronger utility
- Probabilistic risk aversion with an arbitrary outcome set
- Which decision theory?
- Behavior in the centipede game: a decision-theoretical perspective
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