Skip to Main content Skip to Navigation
New interface
Journal articles

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.
Document type :
Journal articles
Complete list of metadata
Contributor : Caroline Bauer Connect in order to contact the contributor
Submitted on : Tuesday, November 20, 2012 - 9:43:41 AM
Last modification on : Friday, April 29, 2022 - 10:13:01 AM

Links full text



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⟩



Record views