Subjective expected lexicographic utility with infinite state sets

This paper extends a theory of subjective expected lexicographic utility for decision under uncertainty with finite state sets to an infinite state set S. Prior axioms yield a lexicographic utility representation with matrix probabilities for preferences between mixtures of acts that are constant on finite partitions of S. Two new axioms extend the lexicographic expectation representation to mixtures of all acts. (C) 1998 Elsevier Science S.A. All rights reserved.