Généralisation du critère de l'utilité espérée aux choix dans l'incertain régulier

Jean-Yves Jaffray

RAIRO - Operations Research - Recherche Opérationnelle (1989)

  • Volume: 23, Issue: 3, page 237-267
  • ISSN: 0399-0559

How to cite

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Jaffray, Jean-Yves. "Généralisation du critère de l'utilité espérée aux choix dans l'incertain régulier." RAIRO - Operations Research - Recherche Opérationnelle 23.3 (1989): 237-267. <http://eudml.org/doc/104962>.

@article{Jaffray1989,
author = {Jaffray, Jean-Yves},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {belief function; Regular uncertainty; convex capacity; expected utility},
language = {fre},
number = {3},
pages = {237-267},
publisher = {EDP-Sciences},
title = {Généralisation du critère de l'utilité espérée aux choix dans l'incertain régulier},
url = {http://eudml.org/doc/104962},
volume = {23},
year = {1989},
}

TY - JOUR
AU - Jaffray, Jean-Yves
TI - Généralisation du critère de l'utilité espérée aux choix dans l'incertain régulier
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1989
PB - EDP-Sciences
VL - 23
IS - 3
SP - 237
EP - 267
LA - fre
KW - belief function; Regular uncertainty; convex capacity; expected utility
UR - http://eudml.org/doc/104962
ER -

References

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  1. 1. M. ALLAIS, The Foundations of a Positive Theory of Choice Involving Risk and a Criticism of the Postulate and Axioms of the American School ( 1952, traduit du Français), dans M. ALLAIS et O. HAGEN Ed., Expected Utility Hypotheses and the Allais Paradox, D. Reidel, Dordrecht, 1979, p. 27-145. MR568863
  2. 2. A. CHATEAUNEUF et J. Y. JAFFRAY, Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Möbius Inversion, Mathematical Social Sciences, vol. 17, 1989 (à paraître). Zbl0669.90003MR1006179
  3. 3. G. CHOQUET, Théorie des capacités, Ann. Inst. Fourier (Grenoble), V, 1953, p. 131-295. Zbl0064.35101
  4. 4. M. COHEN et J. Y. JAFFRAY, Rational Behavior Under Complete Ignorance, Econometrica, vol. 48, p. 1281-1299. Zbl0436.90006MR582688
  5. 5. M. COHEN et J. Y. JAFFRAY, Approximations of Rational Criteria Under Complete Ignorance and the Independence Axiom. Theory and Decision, vol. 15, 1983, p. 121-150. Zbl0517.90001MR709400
  6. 6. A. P. DEMPSTER, Upper and Lower Probabilities Induced by a Multivalued Mapping, Annals of Mathematical Statistics, vol. 38, 1967, p. 325-339. Zbl0168.17501MR207001
  7. 7. D. ELLSBERG, Risk, Ambiguity and the Savage Axioms, Quaterly J. of Economics, vol. 75, 1961, p. 643-669. Zbl1280.91045
  8. 8. P. C. FISHBURN, Utility theory for decision making, Wiley, New York, 1970. Zbl0213.46202MR264810
  9. 9. P. C. FISHBURN, The foundations of Expected Utility, D. Reidel Publishing Company, Dordrecht, 1982. Zbl0497.90001MR723663
  10. 10. J. C. HERSHEY, H. C. KUNREUTHER et P. J. SCHOEMAKER, Sources of bias in assessment procedures for utility functions, Management Sci., vol. 28, 1986, p. 936-954. Zbl0487.90013
  11. 11. I. N. HERSTEIN et J. MILNOR, An Axiomatic Approach to Measurable Utility, Econometria, vol. 21, 1953, p. 291-297. Zbl0050.36705MR61356
  12. 12. L. HURWICZ, Optimality Criteria for Decision Making Under Ignorance, Cowles Commission discussion paper, Statistics # 370, 1951, mimeographed. 
  13. 13. T. ICHIISHI, Super-Modularity: Applications to Convex Games and to the Greedy Algorithm for LP, J. Econom. Thory, vol. 25, 1981, p. 283-286. Zbl0478.90092MR640200
  14. 14. J. Y. JAFFRAY, Jeux contre la Nature, Economies et Sociétés, XIV, 1980, p. 1345-1367. 
  15. 15. J. Y. JAFFRAY, Linear Utility Theory for Belief Functions, Operations Research Letters, vol. 8, 1989, p. 107-112. Zbl0673.90010MR995970
  16. 16. N. E. JENSEN, An Introduction to Bernoullian Utility Theory. I: Utility Functions, Swedish Journal of Economics, vol. 69, 1967, p. 163-183. 
  17. 17. D. KAHNEMAN et A. TVERSKY, Prospect Theory: an Analysis of Decision Under Risk, Econometrica, vol. 47, 1979, p. 263-291. Zbl0411.90012
  18. 18. J. VON NEUMANN et O. MORGENSTERN, Theory of Games and Economic Behavior, Princeton University Press, Princeton, 1944. Zbl0053.09303MR11937
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  22. 22. L. S. SHAPLEY, Cores of Convex Games, Internat. J. Game Theory 1, 1971, p. 11-26. Zbl0222.90054MR311338

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