Non-classical expected utility theory with application to type indeterminacy
Pre-print, Working paper: In this paper we extend Savage's theory of decision-making under uncertainty from a classical environment into a non-classical one. We formulate the corresponding axioms and provide representation theorems for qualitative measures and expected utility. We also propose an application in simple game context in the spirit of Harsanyi.
Author(s)
Vladimir Ivanovitch Danilov, Ariane Lambert-Mogiliansky
Date of publication
- 2007
Keywords JEL
Keywords
- Non-classical
- Uncertainty
- Decision-making
Internal reference
- PSE Working Papers n°2007-36
URL of the HAL notice
Version
- 1