Time Continuity and Nonadditive Expected Utility

Information consisting of probabilities of some (but possibly not all) events induces an integral with respect to a probability specified on a subalgebra. A decision maker evaluates the alternatives using only the available information and completely ignoring unavailable information. Assume now that...

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Bibliographische Detailangaben
Veröffentlicht in:Mathematics of Operations Research. - Institute for Operations Research and the Management Sciences. - 34(2009), 3, Seite 661-673
1. Verfasser: Teper, Roee (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2009
Zugriff auf das übergeordnete Werk:Mathematics of Operations Research
Schlagworte:time continuity partially specified probabilities induced capacity Choquet integral Primary 91B06 Primary 62C99 Primary 91B08 secondary 60F99 Primary: decision analysis/theory secondary: probability mehr... Mathematics Economics Applied sciences