`Expected utility \(/\) subjective probability' analysis without the sure-thing principle or probabilistic sophistication
A robustness approach is applied to expected utility analysis under objective uncertainty. The obtained results are extended to the case of subjective uncertainty [\textit{L. G. Epstein}, Rev. Econ. Stud. 66, No. 3, 579--608 (1999; Zbl 0953.91002)] is discussed.
scientific article; zbMATH DE number 2175894