Annals of Operations Research

, Volume 19, Issue 1, pp 405–414 | Cite as

Duality in non-additive expected utility theory

  • Itzhak Gilboa
Part IV New Results In Nonlinear Preference 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.


Coherence Probability Measure Conditional Probability Duality Problem Expected Utility 
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Copyright information

© J.C. Baltzer AG, Scientific Publishing Company 1989

Authors and Affiliations

  • Itzhak Gilboa
    • 1
  1. 1.J.L. Kellogg Graduate School of ManagementNorthwestern UniversityEvanstonUSA

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