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Dominance conditions in non-additive expected utility theory

Author

Listed:
  • Marco Scarsini

    (GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC - HEC Paris - Ecole des Hautes Etudes Commerciales - CNRS - Centre National de la Recherche Scientifique, Dipartimento di Scienze Economiche e Aziendali - LUISS - Libera Università Internazionale degli Studi Sociali Guido Carli [Roma])

Abstract

In order to explain the Ellsberg paradox, a non-additive expected utility has recently been proposed. In this paper we determine dominance conditions for non-additive expected utilities. In the univariate case all the well-known stochastic dominance theorems can be extended to the non-additive framework, whereas in the multivariate case the generalization applies only to those results that assume a weak preference ordering or do not require extension to linear combinations of utilities.

Suggested Citation

  • Marco Scarsini, 1992. "Dominance conditions in non-additive expected utility theory," Post-Print hal-00541998, HAL.
    • Handle: RePEc:hal:journl:hal-00541998
    DOI: 10.1016/0304-4068(92)90009-V
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    Cited by:

    1. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Coping with imprecise information: a decision theoretic approach," Cahiers de la Maison des Sciences Economiques v04056, Université Panthéon-Sorbonne (Paris 1), revised May 2004.

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