A simple axiomatization and constructive representation proof for Choquet Expexted Utility
Alain Chateauneuf (),
Jürgen Eichberger and
Simon Grant ()
No 03-26, Papers from Sonderforschungsbreich 504
We provide a set of simple and intuitive axioms that allow for a direct and constructive proof of the Choquet Expected Utility representation for decision making under uncertainty.
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Journal Article: A simple axiomatization and constructive representation proof for choquet expected utility (2003)
Working Paper: A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility (2003)
Working Paper: A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:mnh:spaper:2759
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