Subjective recursive expected utility (Q852327)
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scientific article; zbMATH DE number 5076550
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subjective recursive expected utility |
scientific article; zbMATH DE number 5076550 |
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Subjective recursive expected utility (English)
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29 November 2006
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An axiomatic definition of the subjective recursive expected utility (SREU) is described and provided. It is an extension of results given in [\textit{D. M. Kreps, E. L. Porteus}, Econometrica 46, 185--200 (1978; Zbl 0382.90006)]. All proofs are given in the appendix. It is an important generalization of the particular definition of the SREU.
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Uncertainty
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Risk information
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