Choquet rationality
成果类型:
Article
署名作者:
Ghirardato, P; Le Breton, M
署名单位:
California Institute of Technology; Universite Catholique Louvain
刊物名称:
JOURNAL OF ECONOMIC THEORY
ISSN/ISSBN:
0022-0531
DOI:
10.1006/jeth.1999.2599
发表日期:
2000
页码:
277-285
关键词:
摘要:
Consider a decision problem under uncertainty for a decision maker with known (utility) payoffs over prizes. We say that an act is Choquet (Shafer, Bernoulli),rational if for some capacity (belief function, probability) over the set of states, it maximizes her expected utility. We show that an act may be Choquet rational without being Bernoulli rational, but it is Choquet rational if and only if it is Shafer rational. Journal of Economic Literature Classification Numbers: C72, D81.;(C) 2000 Academic Press.