Expected utility theory under non-classical uncertainty

Article dans une revue: In this article, Savage's theory of decision-making under uncertainty is extended from a classical environment into a non-classical one. The Boolean lattice of events is replaced by an arbitrary ortho-complemented poset. We formulate the corresponding axioms and provide representation theorems for qualitative measures and expected utility. Then, we discuss the issue of beliefs updating and investigate a transition probability model. An application to a simple game context is proposed.

Auteur(s)

Vladimir Ivanovitch Danilov, Ariane Lambert-Mogiliansky

Revue
  • Theory and Decision
Date de publication
  • 2010
Mots-clés
  • Measurement
  • Bet
  • Non-classical probability
  • Qualitative measure
  • Transition probability
  • Orthomodular poset
Pages
  • 25-47
Version
  • 1
Volume
  • 68