A simple axiomatization and constructive representation proof for Choquet Expected Utility

Economic Theory

Volumn 22, Issue 4, 2003, Pages 907-915

  Chateauneuf, Alain ^a   Eichberger, Jürgen ^b   Grant, Simon ^c  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^b UNIVERSITY OF HEIDELBERG   (Germany)

^c RICE UNIVERSITY   (United States)

Author keywords

Capacity; Choquet expected utility

Indexed keywords

EID: 0142168446     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00199-002-0345-0     Document Type: Article

References (5)

1. Anscombe, F.J., Aumann, R.J.: A definition of subjective probability. Annals of Mathematical Statistics 34, 199-205 (1963)
2. Fishburn, P.C.: Utility theory for decision making. Huntington, NY: Kreiger 1979
3. Gilboa, I.: Expected utility with purely subjective non-additive probabilities. Journal of Mathematical Economics 16, 65-88 (1963)
4. Schmeidler, D.: Subjective probability and expected utility without additivity. Econometrica 57, 571-587 (1989)
5. Savage, L.J.: The foundations of statistics. New York: Dover 1972 (1st edn. 1954)