Abstract
The classical von Neumann–Morgenstern’s notion of lottery is generalized by replacing a probability distribution on a finite support with a belief function on the power set of the support. Given a partial preference relation on a finite set of generalized lotteries, a necessary and sufficient condition (weak rationality) is provided for its representation as a Choquet expected utility of a strictly increasing utility function.
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Coletti, G., Petturiti, D., Vantaggi, B. (2014). Choquet Expected Utility Representation of Preferences on Generalized Lotteries. In: Laurent, A., Strauss, O., Bouchon-Meunier, B., Yager, R.R. (eds) Information Processing and Management of Uncertainty in Knowledge-Based Systems. IPMU 2014. Communications in Computer and Information Science, vol 443. Springer, Cham. https://doi.org/10.1007/978-3-319-08855-6_45
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DOI: https://doi.org/10.1007/978-3-319-08855-6_45
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