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Article dans une revue Theory and Decision Année : 2016

Choquet expected utility with affine capacities

Résumé

This paper studies decisions under ambiguity when attention is paid to extreme outcomes. In a purely subjective framework, we propose an axiomatic characterization of affine capacities, which are Choquet capacities consisting in an affine transformation of a subjective probability. Our main axiom restricts the well-known Savage’s Sure-Thing Principle to a change in a common intermediate outcome. The representation result is then an affine combination of the expected utility of the valued act and its maximal and minimal utilities.
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Dates et versions

halshs-01250975, version 1 (05-01-2016)

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Pascal Toquebeuf. Choquet expected utility with affine capacities: Choquet expected utility with affine capacities. Theory and Decision, 2016, 81 (2), pp.177-187. ⟨10.1007/s11238-015-9529-5⟩. ⟨halshs-01250975⟩
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