Duality in Non-Additive Expected Utility Theory

Itzhak Gilboa

No 275390, Foerder Institute for Economic Research Working Papers from Tel-Aviv University > Foerder Institute for Economic Research

Abstract: Some duality problems in expected utility theory, raised by the introduction of non—additive probabilities, are examined. Characterization of the probability measures, for which these problems do not arise, leads to an argument in favor of addivity.

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 18
Date: 1985-08
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https://ageconsearch.umn.edu/record/275390/files/TEL-AVIV-FSWP-070.pdf (application/pdf)

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Working Paper: Duality in Non-Additive Expected Utility Theory (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:isfiwp:275390

DOI: 10.22004/ag.econ.275390

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