Awareness-dependent subjective expected utility

We develop awareness-dependent subjective expected utility by taking unawareness structures introduced in Heifetz, Meier, and Schipper (2006, 2008, 2011a) as primitives in the Anscombe-Aumann approach to subjective expected utility. We observe that a decision maker is unaware of an event if and only if her choices reveal that the event is ``null' and the negation of the event is ``null'. Moreover, we characterize ``impersonal' expected utility that is behaviorally indistinguishable from awareness-dependent subject expected utility and assigns probability zero to some subsets of states that are not necessarily events. We discuss in what sense probability zero can model unawareness. -- Unawareness ; awareness ; unforeseen contingencies ; null ; probability ; zero ; subjective expected utility ; Anscombe-Aumann ; small worlds