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Axiomatic Foundations for a Class of Generalized Expected Utility: Algebraic Expected Utility

机译:一类广义期望效用的公理基础:代数期望效用

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In this paper, we provide two axiomatizations of algebraic expected utility, which is a particular generalized expected utility, in a von Neumann-Morgenstem setting, i.e. uncertainty representation is supposed to be given and here to be described by a plausibility measure valued on a semiring, which could be partially ordered. We show that axioms identical to those for expected utility entail that preferences are represented by an algebraic expected utility. This algebraic approach allows many previous propositions (expected utility, binary possibilistic utility,...) to be unified in a same general framework and proves that the obtained utility enjoys the same nice features as expected utility: linearity, dynamic consistency, autoduality of the underlying uncertainty representation, autoduality of the decision criterion and possibility of modeling decision maker's attitude toward uncertainty.
机译:在本文中,我们提供了两个代数期望效用的公理化,这是一个特殊的广义期望效用,在冯·诺伊曼-莫根斯图姆环境下,即,应该给出不确定性表示,在这里要用在半环上估值的似然性度量来描述。 ,可以部分订购。我们证明,与期望效用相同的公理要求偏好由代数期望效用表示。这种代数方法允许将许多先前的命题(预期效用,二元可能效用等)统一在同一通用框架中,并证明所获得的效用具有与预期效用相同的出色功能:线性,动态一致性,潜在的不确定性表示,决策准则的自动性以及对决策者对待不确定性的态度进行建模的可能性。

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