Choquet Rationality.

This paper provides a characterization of the consequences of the assumption that a decision maker with a given utility function is Choquet rational: She maximizes expected utility, but possibly with respect to non-additive beliefs, so that her preferences are represented by Choquet expected utility (CEU).

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Year of publication:	1999
Authors:	Ghirardato, P. ; Le Breton, M.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	GAME THEORY \| UNCERTAINTY \| RISK

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Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	24 pages
Classification:	C72 - Noncooperative Games ; D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005478939