Upper and lower bounds for expected utility

被引：5

作者：

LiCalzi, M ^{[1
]}

机构：

[1] Univ Venice, Dept Appl Math, I-30123 Venice, Italy

来源：

ECONOMIC THEORY | 2000年 / 16卷 / 02期

关键词：

expected utility; bounds; dominance; inequalities;

D O I：

10.1007/s00199-000-0001-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The decision-theoretic literature has developed very few techniques to bound the expected utility of a random variable when only simple statistics like its median or mode or mean are known. One reason for this lack of results is that we are missing a convenient way to link probability theory and expected utility. This paper is written to demonstrate a general (and genuinely probabilistic) technique to obtain upper and lower bounds for the expected utility of a lottery.

引用

页码：489 / 502

页数：14

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