TY - JOUR
T1 - A theory of expected utility with nonadditive probability
AU - Oginuma, Takashi
PY - 1994/9
Y1 - 1994/9
N2 - In this paper, a new concept of probability (I-nonadditive probability), which is partially additive and partially nonadditive, is introduced. By using this concept of probability and the former results of Savage's and Schmeidler's, a model of expected utility with nonadditive probability is formulated.
AB - In this paper, a new concept of probability (I-nonadditive probability), which is partially additive and partially nonadditive, is introduced. By using this concept of probability and the former results of Savage's and Schmeidler's, a model of expected utility with nonadditive probability is formulated.
KW - Expected utility
KW - Nonadditive probability
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U2 - 10.1016/0304-4068(94)90027-2
DO - 10.1016/0304-4068(94)90027-2
M3 - Article
AN - SCOPUS:0042830207
SN - 0304-4068
VL - 23
SP - 451
EP - 473
JO - Journal of Mathematical Economics
JF - Journal of Mathematical Economics
IS - 5
ER -