UNDER STOCHASTIC-DOMINANCE CHOQUET-EXPECTED UTILITY AND ANTICIPATED UTILITY ARE IDENTICAL

被引：47

作者：

WAKKER, P

机构：

[1] University of Nijmegen, Nijmegen Institute for Cognition research and Information technology (NICI), Nijmegen

来源：

THEORY AND DECISION | 1990年 / 29卷 / 02期

关键词：

anticipated utility; Choquet-expected utility; comonotonicity; cumulative utility; decision making under risk; decision making under uncertainty; Nonadditive probabilities; prospect theory; rank-dependent utility;

D O I：

10.1007/BF00126589

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The aim of this paper is to convince the reader that Choquet-expected utility, as initiated by Schmeidler (1982, 1989) for decision making under uncertainty, when formulated for decision making under risk naturally leads to anticipated utility, as initiated by Quiggin/Yaari. Thus the two generalizations of expected utility in fact are one. © 1990 Kluwer Academic Publishers.

引用

页码：119 / 132

页数：14

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