Abstract
We deal with a Savage-like decision problem under uncertainty where, for every state of the world, the consequence of each decision (multi-act) is generally uncertain: the decision maker only knows the set of possible alternatives where it can range (multi-consequence). A Choquet expected utility representation theorem for a preference relation on multi-acts is provided, relying on a state-independent cardinal utility function defined on the (finite) set of all alternatives.
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Acknowledgments
Work partially supported by INdAM-GNAMPA through the Project 2015 U2015/000418 and by the Italian MIUR PRIN 2010-11 2010FP79LR_003.
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Coletti, G., Petturiti, D., Vantaggi, B. (2017). A Savage-Like Representation Theorem for Preferences on Multi-acts. In: Ferraro, M., et al. Soft Methods for Data Science. SMPS 2016. Advances in Intelligent Systems and Computing, vol 456. Springer, Cham. https://doi.org/10.1007/978-3-319-42972-4_16
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DOI: https://doi.org/10.1007/978-3-319-42972-4_16
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