%0 Journal Article %T Expected Utility in the Context of a Game %+ Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH) %A Gilboa, Itzhak %A Schmeidler, D. %< avec comité de lecture %@ 0899-8256 %J Games and Economic Behavior %I Elsevier %V vol. 44 %P pp. 184-194 %8 2003 %D 2003 %R 10.1016/S0899-8256(03)00015-0 %K Expected Utility %K Game %Z Humanities and Social Sciences/Economics and Finance/domain_shs.eco.ecoJournal articles %X A decision maker faces a decision problem, or a game against nature. For each probability distribution over the state of the world (nature's strategies), she has a weak order over her acts (pure strategies).We formulate conditions on these weak orders guaranteeing that they can be jointly represented by expected utility maximization with respect to an almost-unique state-dependent utility, that is, a matrix assigning real numbers to act-state pairs. As opposed to a utility function that is derived in another context, the utility matrix derived in the game will incorporate all psychological or sociological determinants of well-being that result from the very fact that the outcomes are obtained in a given game. %G English %L hal-00752136 %U https://hec.hal.science/hal-00752136 %~ SHS %~ HEC %~ CNRS %~ AO-ECONOMIE