Duality in non-additive expected utility theory
Some duality problems in expected utility theory, raised by the introduction of non-additive probabilities, are examined. These problems do not arise if the probability measure is symmetric; i.e. has the property of complementary additivity. Additional, mild properties of coherence of conditional probabilities imply full additivity of the unconditional measure.
KeywordsCoherence Probability Measure Conditional Probability Duality Problem Expected Utility
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