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Duality in Non-Additive Expected Utility Theory
Gilboa, Itzhak
1985
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Abstract
Some duality problems in expected utility theory, raised by the introduction of non—additive probabilities, are examined. Characterization of the probability measures, for which these problems do not arise, leads to an argument in favor of addivity.
Details
Title
Duality in Non-Additive Expected Utility Theory
Author(s)
Gilboa, Itzhak
Subject(s)
Financial Economics
Issue Date
1985-08
Publication Type
Working or Discussion Paper
Digital Object Identifier
https://doi.org/10.22004/ag.econ.275390
Record Identifier
https://ageconsearch.umn.edu/record/275390
Language
English
Total Pages
18
Series Statement
Working Paper No. 7-85
Record Appears in
Tel-Aviv University
>
Foerder Institute for Economic Research Working Papers
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