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

Abstract: 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.

Date: 2003
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Related works:
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 (2002)
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