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

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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.",

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AU - Eichberger, Jürgen

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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 - https://www.scopus.com/pages/publications/0142168446

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DO - 10.1007/s00199-002-0345-0

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VL - 22

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EP - 915

JO - Economic Theory

JF - Economic Theory

IS - 4

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A simple axiomatization and constructive representation proof for Choquet Expected Utility

Abstract

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