Non-classical expected utility theory with application to type indeterminacy

Vladimir I. Danilov and Ariane Lambert-Mogiliansky ()

PSE Working Papers from PSE (Ecole normale supérieure)

Abstract: 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.

New Economics Papers: this item is included in nep-upt
Date: 2007
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Persistent link: http://EconPapers.repec.org/RePEc:pse:psecon:2007-36

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