Subjective ambiguity, expected utility and Choquet expected utility
type: Item
instance of: scholarly article
title: Subjective ambiguity, expected utility and Choquet expected utility
zbMATH Open document ID: 1032.91050
published in: Economic Theory
publication date: 2003-03-25T00:00:00Z
review text: The author provides a simple axiomatization of the Choquet expected utility model with capacity given as an inner measure. Proposed axioms are simple. Some theorems are proved. The presented results are a well start-point for future fruitful mathematical considerations.
reviewed by: Krzysztof Piasecki
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 1887555
zbMATH Keywords: Ambiguity
zbMATH Keywords: Expected utility
zbMATH Keywords: Choquet expected utility
zbMATH Keywords: Capacity
zbMATH Keywords: Inner measure
zbMATH Keywords: \(\lambda\)-system
author: Jiankang Zhang
MaRDI profile type: Publication
full work available at URL: s001990100207
OpenAlex ID: W2059764265
DOI: 10.1007/S001990100207
description: scientific article; zbMATH DE number 1887555