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A simple axiomatization and constructive representation proof for Choquet Expected Utility

Chateauneuf, Alain; Eichberger, Jürgen; Grant, Simon

Description

We provide a set of simple and intuitive set of axioms that allow for a direct and constructive proof of the Choquet Expected Utility representation for decision making under uncertainty.

CollectionsANU Research Publications
Date published: 2003
Type: Journal article
URI: http://hdl.handle.net/1885/281502
Source: Economic Theory
DOI: 10.1007/s00199-002-0345-0

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