Random expected utility theory with a continuum of prizes

DOI10.1007/S10479-018-2914-ZMaRDI QIDQ1730577zbMATH OpenOpenAlexFDO

Authors Wei Ma

Publication date 6 March 2019

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

Full work available at URL http://www.up.ac.za/media/shared/61/WP/wp_2018_54.zp160786.pdf

zbMATH Keywords

expected utilityrisk aversionrandom choicerandom utilityindependence axiom

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

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• A Probabilistic Theory of Utility
• A representation theorem for finite random scale systems
• Differentiability of von Neumann-Morgenstern utility functions
• Expected utility theory without the completeness axiom.
• Nontransitive preferences in decision theory
• Random Expected Utility
• Revealed stochastic preference: a synthesis
• Risk attitude under random utility
• The random utility model with an infinite choice space

Cited in

(9)

• Revealed preference analysis of expected utility maximization under prize-probability trade-offs
• Expected utility for nonstochastic risk
• Expected utility with perturbed lotteries
• Random Expected Utility
• scientific article; zbMATH DE number 4079112 (Why is no real title available?)
• Random dual expected utility
• Expected utility without continuity: a comment on Delbaen et al. (2011)
• Prize-linked savings games: theory and experiment
• Multi-attribute decision-making method with triangular fuzzy numbers based on regret theory and the catastrophe progression method

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