Expected utility theory under non-classical uncertainty

被引：0

作者：

V. I. Danilov

A. Lambert-Mogiliansky

机构：

[1] Russian Academy of Sciences,Central Economic Mathematical Institute

[2] Paris School of Economics,PSE, Paris

来源：

Theory and Decision | 2010年 / 68卷

关键词：

Measurement; Bet; Non-classical probability; Qualitative measure; Transition probability; Orthomodular poset;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this article, Savage’s theory of decision-making under uncertainty is extended from a classical environment into a non-classical one. The Boolean lattice of events is replaced by an arbitrary ortho-complemented poset. We formulate the corresponding axioms and provide representation theorems for qualitative measures and expected utility. Then, we discuss the issue of beliefs updating and investigate a transition probability model. An application to a simple game context is proposed.

引用

页码：25 / 47

页数：22

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