Duality in Non-Additive Expected Utility Theory

Abstract : Some duality problems in expected utility theory, raised by the introduction of non-additive probabilities, are examined. These problems do not arise if the probability measure is symmetric; i.e. has the property of complementary additivity. Additional, mild properties of coherence of conditional probabilities imply full additivity of the unconditional measure.
Complete list of metadatas

https://hal-hec.archives-ouvertes.fr/hal-00753238
Contributor : Antoine Haldemann <>
Submitted on : Sunday, November 18, 2012 - 8:36:59 PM
Last modification on : Sunday, November 18, 2012 - 8:37:36 PM

Links full text

Identifiers

Collections

Citation

Itzhak Gilboa. Duality in Non-Additive Expected Utility Theory. Annals of Operations Research, Springer Verlag, 1989, Vol.19, pp. 405-414. ⟨10.1007/BF02283531⟩. ⟨hal-00753238⟩

Share

Metrics

Record views

161