Time continuity and nonadditive expected utility

DOI10.1287/MOOR.1090.0402MaRDI QIDQ3169056zbMATH OpenOpenAlexFDO

Authors Roee Teper

Publication date 27 April 2011

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

Full work available at URL https://semanticscholar.org/paper/6cd094b467eae2cced4a0f9f06676aec12a6fd6b

zbMATH Keywords

Choquet integralinduced capacitypartially specified probabilitiestime continuity

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Stochastic models in economics (91B70)

Recommendations

• Continuous subjective expected utility with non-additive probabilities
• Conditioning capacities and Choquet integrals: the role of comonotony
• scientific article; zbMATH DE number 1735850
• Unbounded expected utility and continuity
• Intertemporal choice with continuity constraints

Cited in

(10)

• Time-additive representations of preferences when consumption grows without bound
• Discount-neutral utility models for denumerable time streams
• Conditioning capacities and Choquet integrals: the role of comonotony
• Expected utility without continuity: a comment on Delbaen et al. (2011)
• G-continuity, impatience and myopia for Choquet multi-period utilities
• Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions
• scientific article; zbMATH DE number 5953515 (Why is no real title available?)
• scientific article; zbMATH DE number 910831 (Why is no real title available?)
• Partial probabilistic information
• Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty

This page was built for publication: Time continuity and nonadditive expected utility

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3169056)