Random sets lotteries and decision theory - Centre d'Étude des Politiques Économiques Accéder directement au contenu
Article Dans Une Revue Journal of Mathematical Psychology Année : 2014

Random sets lotteries and decision theory

Gleb Koshevoy
  • Fonction : Auteur

Résumé

We apply random sets theory to decision making under risk. This leads to a unifying concept which is compatible with some types of behavior like the Choquet Expected Utility and MaxMin Expected Utility. We show that the "expected utility" of a random set lottery is easy to calculate. Hence a decision making model with random sets is actually very tractable. © 2014 Elsevier Inc.
Fichier non déposé

Dates et versions

hal-02877968 , version 1 (22-06-2020)

Identifiants

Citer

Marc-Arthur Diaye, Gleb Koshevoy. Random sets lotteries and decision theory. Journal of Mathematical Psychology, 2014, 61, pp.14-18. ⟨10.1016/j.jmp.2014.07.001⟩. ⟨hal-02877968⟩

Collections

UNIV-EVRY EPEE
13 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More