An axiomatic derivation of subjective probability, utility, and evaluation functions

DOI10.1007/BF00139446zbMath0498.90007MaRDI QIDQ1171493

Roger B. Myerson

Publication date: 1979

Published in: Theory and Decision (Search for Journal in Brave)

zbMATH Keywords

probability modelseparation theoremdecision making under uncertaintyaxiomatic derivationstate-variable model approachsubjective expected utility theorem

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items

Consequentialist foundations for expected utility ⋮ An axiomatic characterization of Bayesian updating ⋮ Subjective expected utility: A review of normative theories

Cites Work

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• Separation theorems and expected utilities
• Preference-based Definitions of Subjective Probability
• Utility Theory
• Convex Analysis
• A Definition of Subjective Probability
• An Axiomatic Approach to Measurable Utility