A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility

We provide a 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.

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Year of publication:	2002-11
Authors:	Grant, Simon ; Chateauneuf, Alain ; Eichberger, Jurgen
Institutions:	Department of Economics, Rice University

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	German
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005819006