A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility

Alain Chateauneuf, Jürgen Eichberger and Simon Grant

No 03-26, Sonderforschungsbereich 504 Publications from Sonderforschungsbereich 504, Universität Mannheim, Sonderforschungsbereich 504, University of Mannheim

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

Pages: 9 pages
Date: 2003-10-13
Note: Financial support from the Deutsche Forschungsgemeinschaft, SFB 504, at the University of Mannheim, is gratefully acknowledged.
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: A simple axiomatization and constructive representation proof for choquet expected utility (2003)
Working Paper: A simple axiomatization and constructive representation proof for Choquet Expexted Utility (2003)
Working Paper: A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility (2002)
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