Expected utility theory under non-classical uncertainty - HAL Accéder directement au contenu
Article dans une revue Theory and Decision Année : 2010

Expected utility theory under non-classical uncertainty

Résumé

In this article, Savage's theory of decision-making under uncertainty is extended from a classical environment into a non-classical one. The Boolean lattice of events is replaced by an arbitrary ortho-complemented poset. We formulate the corresponding axioms and provide representation theorems for qualitative measures and expected utility. Then, we discuss the issue of beliefs updating and investigate a transition probability model. An application to a simple game context is proposed.
Loading...

Dates et versions

halshs-00754482, version 1 (20-11-2012)

Identifiants

Citer

Vladimir Ivanovitch Danilov, Ariane Lambert-Mogiliansky. Expected utility theory under non-classical uncertainty. Theory and Decision, 2010, 68 (1-2), pp.25-47. ⟨10.1007/s11238-009-9142-6⟩. ⟨halshs-00754482⟩
131 Consultations
0 Téléchargements
Dernière date de mise à jour le 13/04/2024
comment ces indicateurs sont-ils produits

Altmetric

Partager

Gmail Facebook Twitter LinkedIn Plus