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
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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.
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页码:25 / 47
页数:22
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