✦ LIBER ✦

Stochastic expected utility theory

✍ Scribed by Pavlo R. Blavatskyy

Publisher: Springer
Year: 2007
Tongue: English
Weight: 550 KB
Volume: 34
Category: Article
ISSN: 0895-5646
DOI: 10.1007/s11166-007-9009-6

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Inverse stochastic dominance constraints

Inverse stochastic dominance constraints and rank dependent expected utility theory

✍ Darinka Dentcheva; Andrzej Ruszczyński 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 188 KB

Expected utility inequalities: theory an

Expected utility inequalities: theory and applications

✍ Eduardo Zambrano 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 143 KB

Under stochastic dominance Choquet-expec

Under stochastic dominance Choquet-expected utility and anticipated utility are identical

✍ Peter Wakker 📂 Article 📅 1990 🏛 Springer US 🌐 English ⚖ 625 KB

The aim of this paper is to convince the reader that Choquet-expected utility, as initiated by Schmeidler (1982Schmeidler ( , 1989) ) for decision making under uncertainty, when formulated for decision making under risk naturally leads to anticipated utility, as initiated by Quiggin/Yaari. Thus the

Background risk in generalized expected

Background risk in generalized expected utility theory

✍ John Quiggin 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 72 KB

Expected utility theory under non-classi

Expected utility theory under non-classical uncertainty

✍ V. I. Danilov; A. Lambert-Mogiliansky 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 417 KB

Subjective ambiguity, expected utility a

Subjective ambiguity, expected utility and Choquet expected utility

✍ Jiankang Zhang 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 140 KB