Subjective independence and concave expected utility

DOI10.1016/j.jet.2015.03.011zbMath1330.91059OpenAlexW2118448548MaRDI QIDQ896936

Ehud Lehrer, Roee Teper

Publication date: 15 December 2015

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2015.03.011

zbMATH Keywords

uncertainty aversionChoquet expected utilityMachina paradoxcodecomposable independenceconcave expected utilitysubjective independence

Mathematics Subject Classification ID

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

Related Items (7)

Set-valued capacities: multi-agenda decision making ⋮ A test of (weak) certainty independence ⋮ Sandwich games ⋮ The Anscombe-Aumann representation and the independence axiom: a reconsideration ⋮ Asymmetric gain-loss reference dependence and attitudes toward uncertainty ⋮ Belief hedges: Measuring ambiguity for all events and all models ⋮ Coincidences of the concave integral and the pan-integral

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• Totally Balanced Games and Games of Flow
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• A Definition of Subjective Probability

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