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
URL de la notice HAL
Version
- 1
Volume
- 68