>P>Summary. We provide a set of simple and intuitive set of axioms that allow for a direct and constructive proof of the Choquet Expected Utility representation for decision making under uncertainty.
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Received: October 29, 2002; revised version: November 13, 2002
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ID="*" We thank Matthew Ryan for very useful comments and suggestions on related work and for encouraging us to write this note.
Correspondence to: S. Grant
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Chateauneuf, A., Eichberger, J. & Grant, S. A simple axiomatization and constructive representation proof for choquet expected utility. Econ Theory 22, 907–915 (2003). https://doi.org/10.1007/s00199-002-0345-0
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DOI: https://doi.org/10.1007/s00199-002-0345-0