A simple axiomatization and constructive representation proof for Choquet Expected Utility

Alain Chateauneuf; Jürgen Eichberger; Simon Grant

doi:10.1007/s00199-002-0345-0

A simple axiomatization and constructive representation proof for Choquet Expected Utility

Alain Chateauneuf, Jürgen Eichberger, Simon Grant^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

We provide a set of simple and intuitive set of axioms that allow for a direct and constructive proof of the Choquet Expected Utility representation for decision making under uncertainty.

Original language	English
Pages (from-to)	907-915
Number of pages	9
Journal	Economic Theory
Volume	22
Issue number	4
DOIs	https://doi.org/10.1007/s00199-002-0345-0
Publication status	Published - Nov 2003
Externally published	Yes

Access to Document

10.1007/s00199-002-0345-0

Cite this

@article{78537dc0f67e4754822e78b443a4895b,

title = "A simple axiomatization and constructive representation proof for Choquet Expected Utility",

abstract = "We provide a set of simple and intuitive set of axioms that allow for a direct and constructive proof of the Choquet Expected Utility representation for decision making under uncertainty.",

keywords = "Capacity, Choquet expected utility",

author = "Alain Chateauneuf and J{\"u}rgen Eichberger and Simon Grant",

year = "2003",

month = nov,

doi = "10.1007/s00199-002-0345-0",

language = "English",

volume = "22",

pages = "907--915",

journal = "Economic Theory",

issn = "0938-2259",

publisher = "Springer New York",

number = "4",

}

TY - JOUR

T1 - A simple axiomatization and constructive representation proof for Choquet Expected Utility

AU - Chateauneuf, Alain

AU - Eichberger, Jürgen

AU - Grant, Simon

PY - 2003/11

Y1 - 2003/11

N2 - We provide a set of simple and intuitive set of axioms that allow for a direct and constructive proof of the Choquet Expected Utility representation for decision making under uncertainty.

AB - We provide a set of simple and intuitive set of axioms that allow for a direct and constructive proof of the Choquet Expected Utility representation for decision making under uncertainty.

KW - Capacity

KW - Choquet expected utility

UR - http://www.scopus.com/inward/record.url?scp=0142168446&partnerID=8YFLogxK

U2 - 10.1007/s00199-002-0345-0

DO - 10.1007/s00199-002-0345-0

M3 - Article

SN - 0938-2259

VL - 22

SP - 907

EP - 915

JO - Economic Theory

JF - Economic Theory

IS - 4

ER -

A simple axiomatization and constructive representation proof for Choquet Expected Utility

Abstract

Access to Document

Other files and links

Fingerprint

Cite this