We deal with a Savage-like decision problem under uncertainty where, for every state of the world, the consequence of each decision (multi-act) is generally uncertain: the decision maker only knows the set of possible alternatives where it can range (multi-consequence). A Choquet expected utility representation theorem for a preference relation on multi-acts is provided, relying on a state-independent cardinal utility function defined on the (finite) set of all alternatives.

A savage-like representation theorem for preferences on multi-acts / Coletti, G.; Petturiti, D.; Vantaggi, B.. - (2017), pp. 127-134. - ADVANCES IN INTELLIGENT SYSTEMS AND COMPUTING. [10.1007/978-3-319-42972-4_16].

A savage-like representation theorem for preferences on multi-acts

Vantaggi B.
2017

Abstract

We deal with a Savage-like decision problem under uncertainty where, for every state of the world, the consequence of each decision (multi-act) is generally uncertain: the decision maker only knows the set of possible alternatives where it can range (multi-consequence). A Choquet expected utility representation theorem for a preference relation on multi-acts is provided, relying on a state-independent cardinal utility function defined on the (finite) set of all alternatives.
2017
Advances in Intelligent Systems and Computing
978-3-319-42971-7
978-3-319-42972-4
uncertainty measures; finitely additive probabilities; Savage
02 Pubblicazione su volume::02a Capitolo o Articolo
A savage-like representation theorem for preferences on multi-acts / Coletti, G.; Petturiti, D.; Vantaggi, B.. - (2017), pp. 127-134. - ADVANCES IN INTELLIGENT SYSTEMS AND COMPUTING. [10.1007/978-3-319-42972-4_16].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1690902
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