Expected utility theory under non-classical uncertainty

Abstract : 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.
Type de document :
Article dans une revue
Theory and Decision, Springer Verlag, 2010, 68 (1-2), pp.25-47. 〈10.1007/s11238-009-9142-6〉
Liste complète des métadonnées

https://hal-pjse.archives-ouvertes.fr/halshs-00754482
Contributeur : Caroline Bauer <>
Soumis le : mardi 20 novembre 2012 - 09:43:41
Dernière modification le : mardi 24 avril 2018 - 17:20:14

Lien texte intégral

Identifiants

Collections

Citation

Vladimir Ivanovitch Danilov, Ariane Lambert-Mogiliansky. Expected utility theory under non-classical uncertainty. Theory and Decision, Springer Verlag, 2010, 68 (1-2), pp.25-47. 〈10.1007/s11238-009-9142-6〉. 〈halshs-00754482〉

Partager

Métriques

Consultations de la notice

217