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Journal Articles Annals of Operations Research Year : 1989

Duality in Non-Additive Expected Utility Theory

Abstract

Some duality problems in expected utility theory, raised by the introduction of non-additive probabilities, are examined. These problems do not arise if the probability measure is symmetric; i.e. has the property of complementary additivity. Additional, mild properties of coherence of conditional probabilities imply full additivity of the unconditional measure.

Dates and versions

hal-00753238 , version 1 (18-11-2012)

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Itzhak Gilboa. Duality in Non-Additive Expected Utility Theory. Annals of Operations Research, 1989, Vol.19, pp. 405-414. ⟨10.1007/BF02283531⟩. ⟨hal-00753238⟩

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