ACL-2International audienceThis note completes the main result of Zimper (Theory and decision, doi: 10.1007/s11238-010-9221-8 , 2010 ), by showing that additional conditions are needed in order the law of iterated expectations to hold true for Choquet decision makers. Due to the comonotonic additivity of Choquet expectations, the equation E[f, ν(dω)]=E[E[f(ω i, j ), ν(A i, j \textbarA i )], ν(A i )], is valid only when the act f is comonotonic with its dynamic form, that we name “conditional certainty equivalent act”. Copyright Springer Science+Business Media New York 201
We provide a set of simple and intuitive set of axioms that allow for a direct and constructive proo...
We provide a characterization of the consequences of the assumption that a decision maker with a giv...
Many theories have been developed to model decision behavior under ambiguity. In this paper we empir...
ACL-2International audienceThis note completes the main result of Zimper (Theory and decision, doi: ...
This note completes the main result of [Zimper A., (2010) Re-examining the law of iterated expectati...
A set of axioms which characterizes a preference representable by the iterated Choquet expected util...
Choquet integrals and capacities play a crucial role in modern decision theory. Comonotony is a cent...
A set of axioms which characterizes a preference representable by the iterated Choquet expected util...
This paper explores the relationship between dynamic consistency and existing notions of unambiguous...
International audienceSeveral updating rules for Choquet capacities have been proposed in the litera...
Choquet capacities have been used to represent decision makers’ beliefs in order to generalise the e...
By assuming that a state space is finite, we provide an easy-to-understand axiomatization of neo-add...
We explore different possible definitions for conditional Choquet integrals and their implications f...
textabstractThis paper provides an extension of Savage's subjective expected utility theory for deci...
This paper explores the relationship between dynamic consistency and the existing notions of unambig...
We provide a set of simple and intuitive set of axioms that allow for a direct and constructive proo...
We provide a characterization of the consequences of the assumption that a decision maker with a giv...
Many theories have been developed to model decision behavior under ambiguity. In this paper we empir...
ACL-2International audienceThis note completes the main result of Zimper (Theory and decision, doi: ...
This note completes the main result of [Zimper A., (2010) Re-examining the law of iterated expectati...
A set of axioms which characterizes a preference representable by the iterated Choquet expected util...
Choquet integrals and capacities play a crucial role in modern decision theory. Comonotony is a cent...
A set of axioms which characterizes a preference representable by the iterated Choquet expected util...
This paper explores the relationship between dynamic consistency and existing notions of unambiguous...
International audienceSeveral updating rules for Choquet capacities have been proposed in the litera...
Choquet capacities have been used to represent decision makers’ beliefs in order to generalise the e...
By assuming that a state space is finite, we provide an easy-to-understand axiomatization of neo-add...
We explore different possible definitions for conditional Choquet integrals and their implications f...
textabstractThis paper provides an extension of Savage's subjective expected utility theory for deci...
This paper explores the relationship between dynamic consistency and the existing notions of unambig...
We provide a set of simple and intuitive set of axioms that allow for a direct and constructive proo...
We provide a characterization of the consequences of the assumption that a decision maker with a giv...
Many theories have been developed to model decision behavior under ambiguity. In this paper we empir...