Random utility systems - the infinite case

DOI10.1016/0022-2496(80)90044-9MaRDI QIDQ1145090zbMATH OpenOpenAlexFDO

Authors Michael Andrew Cohen

Publication date 1980

Published in Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-2496(80)90044-9

zbMATH Keywords

Block-Marschak functionchoice experimentinfinite caserandom utility systems

Mathematics Subject Classification ID

Utility theory (91B16) Mathematical psychology (91E99)

Cites work

• A representation theorem for finite random scale systems
• scientific article; zbMATH DE number 3112450 (Why is no real title available?)
• scientific article; zbMATH DE number 3156726 (Why is no real title available?)

Cited in

(15)

• Risk attitude under random utility
• Generalized Thurstone models for ranking: equivalence and reversibility
• Random utility models with all choice probabilities expressible as functions of the binary choice probabilities
• The horse race random utility model for choice probabilities and reaction times, and its competing risks interpretation
• A selective review of recent characterizations of stochastic choice models using distribution and functional equation techniques
• On min-stable horse races with infinitely many horses
• The random utility model with an infinite choice space
• Log-optimal and numéraire portfolios for market models stopped at a random time
• Explicit description of HARA forward utilities and their optimal portfolios
• A historical and contemporary perspective on random scale representations of choice probabilities and reaction times in the context of Cohen and Falmagne's (1990, Journal of Mathematical Psychology, 34) results
• On randomized rationality
• An alternative approach for nonparametric analysis of random utility models
• On probabilistic rationalizability
• Stochastic revealed preference and rationalizability
• `Regular' choice and the weak axiom of stochastic revealed preference

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