Stopping rules for utility functions and the St. Petersburg gamble

DOI10.1016/S0096-3003(97)10169-2zbMath0941.91031OpenAlexW2038010705MaRDI QIDQ1294318

Moshe Dror, Bruce C. Hartman

Publication date: 29 June 1999

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0096-3003(97)10169-2

zbMATH Keywords

risk analysisdecision analysisutility theory

Mathematics Subject Classification ID

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

Related Items (1)

Rationality judge and optimization design of lottery scheme

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Risk Aversion in the Small and in the Large
• Exposition of a New Theory on the Measurement of Risk
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