On the difference between the cardinalities of measurable value functions and von Neumann-Morgenstern utility functions

成果类型:
Article
署名作者:
Deichtmann, JM; Sainfort, F
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.45.2.307
发表日期:
1997
页码:
307-308
关键词:
摘要:
Dyer and Sarin (1979) proposed an important generalization of the additive-multiplicative decomposition theorem for von; Neumann-Morgenstern (vNM) utility functions to measurable value functions based on the cardinality property of measurable value functions. However, because of a difference between the cardinality of measurable Value functions and the cardinality of vNM utility functions, an additional technical condition is needed, and presented here, for the decomposition theorem to hold.