Subjective expected lexicographic utility:Axioms and assessment
作者： Peter C. Fishburn , Irving H. LaValle
关键词: Mathematical economics 、 Lottery 、 Two-moment decision model 、 Optimal decision 、 Expected utility hypothesis 、 Von Neumann–Morgenstern utility theorem 、 Decision theory 、 Mathematics 、 Subjective expected utility 、 Mathematical optimization 、 Expected value of including uncertainty
摘要: The theory of subjective expected lexicographic utility brings together two classicaldevelopments in theory. first is Hausner's lexico-graphicutility decision under risk. second a lottery-based subjectiveexpected uncertainty that was axiomatized by Anscombe andAumann. Our synthesis the produces representations preference underuncertainty which utilities are finite-dimensional real vectors ordered lexicographicallyand probabilities matrices. Axiomatizations described for finite and infinite sets states. Procedures assessingvector matrix outlined.
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