Duality in Non-Additive Expected Utility Theory

Itzhak Gilboa

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Abstract: Some duality problems in expected utility theory, raised by the introduction of non-additive probabilities, are examined. These problems do not arise if the probability measure is symmetric; i.e. has the property of complementary additivity. Additional, mild properties of coherence of conditional probabilities imply full additivity of the unconditional measure.

Keywords: Duality; Non-Additive Expected Utility Theory (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (5)

Published in Annals of Operations Research, 1989, Vol.19, pp. 405-414. ⟨10.1007/BF02283531⟩

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Working Paper: Duality in Non-Additive Expected Utility Theory (1985)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00753238

DOI: 10.1007/BF02283531

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