Expected utility theory under non-classical uncertainty

Vladimir Danilov () and Ariane Lambert-Mogiliansky

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Abstract: 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.

Keywords: Measurement; Bet; Non-classical probability; Qualitative measure; Transition probability; Orthomodular poset (search for similar items in EconPapers)
Date: 2010-02
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Citations: View citations in EconPapers (22)

Published in Theory and Decision, 2010, 68 (1-2), pp.25-47. ⟨10.1007/s11238-009-9142-6⟩

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Journal Article: Expected utility theory under non-classical uncertainty (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00754482

DOI: 10.1007/s11238-009-9142-6

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