Random expected utility theory with a continuum of prizes

DOI10.1007/s10479-018-2914-zzbMath1411.91230OpenAlexW2805822372MaRDI QIDQ1730577

Wei Ma

Publication date: 6 March 2019

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://www.up.ac.za/media/shared/61/WP/wp_2018_54.zp160786.pdf

zbMATH Keywords

expected utilityrisk aversionindependence axiomrandom choicerandom utility

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites Work

• Differentiability of von Neumann-Morgenstern utility functions
• Risk attitude under random utility
• A representation theorem for finite random scale systems
• Expected utility theory without the completeness axiom.
• The random utility model with an infinite choice space
• Nontransitive preferences in decision theory
• Revealed stochastic preference: a synthesis
• A Probabilistic Theory of Utility
• Random Expected Utility
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