Expected utility theory under non-classical uncertainty
Vladimir Ivanovitch Danilov
(1)
,
Ariane Lambert-Mogiliansky
(2, 3)
Ariane Lambert-Mogiliansky
- Fonction : Auteur
- PersonId : 1284421
- IdHAL : ariane-lambert-mogiliansky
- ORCID : 0000-0003-4065-2049
- IdRef : 219670277
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.
Domaines
Economies et financesFormat du dépôt | Notice |
---|---|
Type de dépôt | Article dans une revue |
Titre |
en
Expected utility theory under non-classical uncertainty
|
Résumé |
en
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.
|
Auteur(s) |
Vladimir Ivanovitch Danilov
1
, Ariane Lambert-Mogiliansky
2, 3
1
CEMI -
Central Economic Mathematical Institute
( 153640 )
- Russie
2
PSE -
Paris-Jourdan Sciences Economiques
( 139754 )
- 48 boulevard Jourdan 75014 Paris
- France
3
PSE -
Paris School of Economics
( 301309 )
- 48 boulevard Jourdan 75014 Paris
- France
|
Comité de lecture |
Oui
|
Vulgarisation |
Non
|
Langue du document |
Anglais
|
Nom de la revue |
|
Audience |
Non spécifiée
|
Date de publication |
2010-02
|
Volume |
68
|
Numéro |
1-2
|
Page/Identifiant |
25-47
|
Public visé |
Scientifique
|
Sous-type de document pour les Articles |
Research article
|
Version du document |
version éditeur
|
Voir aussi |
|
Domaine(s) |
|
Indexation contrôlée |
|
Mots-clés |
en
Measurement, Bet, Non-classical probability, Qualitative measure, Transition probability, Orthomodular poset
|
DOI | 10.1007/s11238-009-9142-6 |
ProdINRA | 316670 |
UT key WOS | 000273755400003 |
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