|
|
|
|
LEADER |
01000caa a22002652 4500 |
001 |
JST092385265 |
003 |
DE-627 |
005 |
20240624012455.0 |
007 |
cr uuu---uuuuu |
008 |
151228s2009 xx |||||o 00| ||eng c |
035 |
|
|
|a (DE-627)JST092385265
|
035 |
|
|
|a (JST)40538437
|
040 |
|
|
|a DE-627
|b ger
|c DE-627
|e rakwb
|
041 |
|
|
|a eng
|
100 |
1 |
|
|a Teper, Roee
|e verfasserin
|4 aut
|
245 |
1 |
0 |
|a Time Continuity and Nonadditive Expected Utility
|
264 |
|
1 |
|c 2009
|
336 |
|
|
|a Text
|b txt
|2 rdacontent
|
337 |
|
|
|a Computermedien
|b c
|2 rdamedia
|
338 |
|
|
|a Online-Ressource
|b cr
|2 rdacarrier
|
520 |
|
|
|a 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 the decision maker assesses the worth of a different lottery at each point in a discrete time. Assume also that each such lottery is preferred to some fixed alternative lottery. Now, consider the situation where the sequence of lotteries converges in some sense. If the limiting lottery is preferred to the fixed alternative, then the preference order is referred to as time continuous. This paper studies time continuity for two preference functionals: the Choquet integral and the integral with respect to a probability specified on a subalgebra. The integral with respect to probability specified on a subalgebra is determined by the structure of the available information. By relating it to the Choquet integral, we characterize the structure of available information that would yield time continuity.
|
540 |
|
|
|a Copyright 2009 Institute for Operations Research and the Management Sciences
|
650 |
|
4 |
|a time continuity
|
650 |
|
4 |
|a partially specified probabilities
|
650 |
|
4 |
|a induced capacity
|
650 |
|
4 |
|a Choquet integral
|
650 |
|
4 |
|a Primary 91B06
|
650 |
|
4 |
|a Primary 62C99
|
650 |
|
4 |
|a Primary 91B08
|
650 |
|
4 |
|a secondary 60F99
|
650 |
|
4 |
|a Primary: decision analysis/theory
|
650 |
|
4 |
|a secondary: probability
|
650 |
|
4 |
|a Mathematics
|x Mathematical objects
|x Mathematical sequences
|x Increasing sequences
|
650 |
|
4 |
|a Mathematics
|x Mathematical expressions
|x Mathematical theorems
|
650 |
|
4 |
|a Mathematics
|x Mathematical analysis
|x Mathematical continuity
|
650 |
|
4 |
|a Economics
|x Microeconomics
|x Economic utility
|x Expected utility
|
650 |
|
4 |
|a Mathematics
|x Pure mathematics
|x Calculus
|x Differential calculus
|x Mathematical integration
|x Mathematical integrals
|
650 |
|
4 |
|a Applied sciences
|x Computer science
|x Artificial intelligence
|x Machine learning
|x Perceptron convergence procedure
|
650 |
|
4 |
|a Mathematics
|x Mathematical expressions
|x Mathematical functions
|
650 |
|
4 |
|a Mathematics
|x Pure mathematics
|x Probability theory
|x Probabilities
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Measures of variability
|x Multivariate statistical analysis
|x Covariance
|
650 |
|
4 |
|a Mathematics
|x Mathematical objects
|x Mathematical sequences
|x Increasing sequences
|
650 |
|
4 |
|a Mathematics
|x Mathematical expressions
|x Mathematical theorems
|
650 |
|
4 |
|a Mathematics
|x Mathematical analysis
|x Mathematical continuity
|
650 |
|
4 |
|a Economics
|x Microeconomics
|x Economic utility
|x Expected utility
|
650 |
|
4 |
|a Mathematics
|x Pure mathematics
|x Calculus
|x Differential calculus
|x Mathematical integration
|x Mathematical integrals
|
650 |
|
4 |
|a Applied sciences
|x Computer science
|x Artificial intelligence
|x Machine learning
|x Perceptron convergence procedure
|
650 |
|
4 |
|a Mathematics
|x Mathematical expressions
|x Mathematical functions
|
650 |
|
4 |
|a Mathematics
|x Pure mathematics
|x Probability theory
|x Probabilities
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Measures of variability
|x Multivariate statistical analysis
|x Covariance
|
655 |
|
4 |
|a research-article
|
773 |
0 |
8 |
|i Enthalten in
|t Mathematics of Operations Research
|d Institute for Operations Research and the Management Sciences
|g 34(2009), 3, Seite 661-673
|w (DE-627)320435318
|w (DE-600)2004273-5
|x 15265471
|7 nnns
|
773 |
1 |
8 |
|g volume:34
|g year:2009
|g number:3
|g pages:661-673
|
856 |
4 |
0 |
|u https://www.jstor.org/stable/40538437
|3 Volltext
|
912 |
|
|
|a GBV_USEFLAG_A
|
912 |
|
|
|a SYSFLAG_A
|
912 |
|
|
|a GBV_JST
|
912 |
|
|
|a GBV_ILN_11
|
912 |
|
|
|a GBV_ILN_20
|
912 |
|
|
|a GBV_ILN_22
|
912 |
|
|
|a GBV_ILN_23
|
912 |
|
|
|a GBV_ILN_24
|
912 |
|
|
|a GBV_ILN_31
|
912 |
|
|
|a GBV_ILN_32
|
912 |
|
|
|a GBV_ILN_39
|
912 |
|
|
|a GBV_ILN_40
|
912 |
|
|
|a GBV_ILN_60
|
912 |
|
|
|a GBV_ILN_62
|
912 |
|
|
|a GBV_ILN_63
|
912 |
|
|
|a GBV_ILN_65
|
912 |
|
|
|a GBV_ILN_69
|
912 |
|
|
|a GBV_ILN_70
|
912 |
|
|
|a GBV_ILN_90
|
912 |
|
|
|a GBV_ILN_95
|
912 |
|
|
|a GBV_ILN_100
|
912 |
|
|
|a GBV_ILN_110
|
912 |
|
|
|a GBV_ILN_120
|
912 |
|
|
|a GBV_ILN_152
|
912 |
|
|
|a GBV_ILN_187
|
912 |
|
|
|a GBV_ILN_224
|
912 |
|
|
|a GBV_ILN_285
|
912 |
|
|
|a GBV_ILN_374
|
912 |
|
|
|a GBV_ILN_702
|
912 |
|
|
|a GBV_ILN_2001
|
912 |
|
|
|a GBV_ILN_2003
|
912 |
|
|
|a GBV_ILN_2005
|
912 |
|
|
|a GBV_ILN_2006
|
912 |
|
|
|a GBV_ILN_2007
|
912 |
|
|
|a GBV_ILN_2008
|
912 |
|
|
|a GBV_ILN_2009
|
912 |
|
|
|a GBV_ILN_2010
|
912 |
|
|
|a GBV_ILN_2011
|
912 |
|
|
|a GBV_ILN_2014
|
912 |
|
|
|a GBV_ILN_2015
|
912 |
|
|
|a GBV_ILN_2018
|
912 |
|
|
|a GBV_ILN_2020
|
912 |
|
|
|a GBV_ILN_2021
|
912 |
|
|
|a GBV_ILN_2026
|
912 |
|
|
|a GBV_ILN_2027
|
912 |
|
|
|a GBV_ILN_2034
|
912 |
|
|
|a GBV_ILN_2044
|
912 |
|
|
|a GBV_ILN_2048
|
912 |
|
|
|a GBV_ILN_2050
|
912 |
|
|
|a GBV_ILN_2055
|
912 |
|
|
|a GBV_ILN_2056
|
912 |
|
|
|a GBV_ILN_2057
|
912 |
|
|
|a GBV_ILN_2059
|
912 |
|
|
|a GBV_ILN_2061
|
912 |
|
|
|a GBV_ILN_2065
|
912 |
|
|
|a GBV_ILN_2068
|
912 |
|
|
|a GBV_ILN_2088
|
912 |
|
|
|a GBV_ILN_2106
|
912 |
|
|
|a GBV_ILN_2107
|
912 |
|
|
|a GBV_ILN_2108
|
912 |
|
|
|a GBV_ILN_2110
|
912 |
|
|
|a GBV_ILN_2111
|
912 |
|
|
|a GBV_ILN_2112
|
912 |
|
|
|a GBV_ILN_2113
|
912 |
|
|
|a GBV_ILN_2118
|
912 |
|
|
|a GBV_ILN_2122
|
912 |
|
|
|a GBV_ILN_2129
|
912 |
|
|
|a GBV_ILN_2143
|
912 |
|
|
|a GBV_ILN_2147
|
912 |
|
|
|a GBV_ILN_2148
|
912 |
|
|
|a GBV_ILN_2152
|
912 |
|
|
|a GBV_ILN_2153
|
912 |
|
|
|a GBV_ILN_2190
|
912 |
|
|
|a GBV_ILN_2232
|
912 |
|
|
|a GBV_ILN_2472
|
912 |
|
|
|a GBV_ILN_2938
|
912 |
|
|
|a GBV_ILN_2941
|
912 |
|
|
|a GBV_ILN_2947
|
912 |
|
|
|a GBV_ILN_2949
|
912 |
|
|
|a GBV_ILN_2950
|
912 |
|
|
|a GBV_ILN_4012
|
912 |
|
|
|a GBV_ILN_4035
|
912 |
|
|
|a GBV_ILN_4037
|
912 |
|
|
|a GBV_ILN_4046
|
912 |
|
|
|a GBV_ILN_4112
|
912 |
|
|
|a GBV_ILN_4125
|
912 |
|
|
|a GBV_ILN_4126
|
912 |
|
|
|a GBV_ILN_4242
|
912 |
|
|
|a GBV_ILN_4246
|
912 |
|
|
|a GBV_ILN_4249
|
912 |
|
|
|a GBV_ILN_4251
|
912 |
|
|
|a GBV_ILN_4305
|
912 |
|
|
|a GBV_ILN_4306
|
912 |
|
|
|a GBV_ILN_4307
|
912 |
|
|
|a GBV_ILN_4313
|
912 |
|
|
|a GBV_ILN_4322
|
912 |
|
|
|a GBV_ILN_4323
|
912 |
|
|
|a GBV_ILN_4324
|
912 |
|
|
|a GBV_ILN_4325
|
912 |
|
|
|a GBV_ILN_4326
|
912 |
|
|
|a GBV_ILN_4335
|
912 |
|
|
|a GBV_ILN_4338
|
912 |
|
|
|a GBV_ILN_4346
|
912 |
|
|
|a GBV_ILN_4392
|
912 |
|
|
|a GBV_ILN_4393
|
912 |
|
|
|a GBV_ILN_4700
|
951 |
|
|
|a AR
|
952 |
|
|
|d 34
|j 2009
|e 3
|h 661-673
|