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A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility

Simon Grant (), Alain Chateauneuf () and Jürgen Eichberger

Working Papers from Rice University, Department of Economics

Abstract: We provide a simple and intuitive set of axioms that allow for a direct and constructive proof of the Choquet Expected Utility representation for decision making under uncertainty.

Date: 2002-11
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http://www.ruf.rice.edu/~econ/papers/2002papers/09Grant.pdf

Related works:
Journal Article: A simple axiomatization and constructive representation proof for choquet expected utility (2003) Downloads
Working Paper: A simple axiomatization and constructive representation proof for Choquet Expexted Utility (2003) Downloads
Working Paper: A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility (2003) Downloads
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