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Choquet expected utility theory 1 Nucleolus of a capacity 1 Partial information on probabilities 1 Shapley value of a capacity 1 Uncertainty aversion 1
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Montesano, Aldo 1
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Uncertainty with Partial Information on the Possibility of the Events
Montesano, Aldo - In: Theory and Decision 51 (2001) 2, pp. 183-195
The Choquet expected utility model deals with nonadditive probabilities (or capacities). Their dependence on the information the decision-maker has about the possibility of the events is taken into account. Two kinds of information are examined: interval information (for instance, the percentage...
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