Généralisation du critère de l'utilité espérée aux choix dans l'incertain régulier
RAIRO - Operations Research - Recherche Opérationnelle, Tome 23 (1989) no. 3, pp. 237-267.
@article{RO_1989__23_3_237_0,
     author = {Jaffray, Jean-Yves},
     title = {G\'en\'eralisation du crit\`ere de l'utilit\'e esp\'er\'ee aux choix dans l'incertain r\'egulier},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {237--267},
     publisher = {EDP-Sciences},
     volume = {23},
     number = {3},
     year = {1989},
     mrnumber = {1025078},
     zbl = {0678.90012},
     language = {fr},
     url = {http://www.numdam.org/item/RO_1989__23_3_237_0/}
}
TY  - JOUR
AU  - Jaffray, Jean-Yves
TI  - Généralisation du critère de l'utilité espérée aux choix dans l'incertain régulier
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 1989
SP  - 237
EP  - 267
VL  - 23
IS  - 3
PB  - EDP-Sciences
UR  - http://www.numdam.org/item/RO_1989__23_3_237_0/
LA  - fr
ID  - RO_1989__23_3_237_0
ER  - 
%0 Journal Article
%A Jaffray, Jean-Yves
%T Généralisation du critère de l'utilité espérée aux choix dans l'incertain régulier
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 1989
%P 237-267
%V 23
%N 3
%I EDP-Sciences
%U http://www.numdam.org/item/RO_1989__23_3_237_0/
%G fr
%F RO_1989__23_3_237_0
Jaffray, Jean-Yves. Généralisation du critère de l'utilité espérée aux choix dans l'incertain régulier. RAIRO - Operations Research - Recherche Opérationnelle, Tome 23 (1989) no. 3, pp. 237-267. http://www.numdam.org/item/RO_1989__23_3_237_0/

1. M. Allais, The Foundations of a Positive Theory of Choice Involving Risk and a Criticism of the Postulate and Axioms of the American School ( 1952, traduit du Français), dans M. ALLAIS et O. HAGEN Ed., Expected Utility Hypotheses and the Allais Paradox, D. Reidel, Dordrecht, 1979, p. 27-145. | MR

2. A. Chateauneuf et J. Y. Jaffray, Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Möbius Inversion, Mathematical Social Sciences, vol. 17, 1989 (à paraître). | MR | Zbl

3. G. Choquet, Théorie des capacités, Ann. Inst. Fourier (Grenoble), V, 1953, p. 131-295. | Numdam | Zbl

4. M. Cohen et J. Y. Jaffray, Rational Behavior Under Complete Ignorance, Econometrica, vol. 48, p. 1281-1299. | MR | Zbl

5. M. Cohen et J. Y. Jaffray, Approximations of Rational Criteria Under Complete Ignorance and the Independence Axiom. Theory and Decision, vol. 15, 1983, p. 121-150. | MR | Zbl

6. A. P. Dempster, Upper and Lower Probabilities Induced by a Multivalued Mapping, Annals of Mathematical Statistics, vol. 38, 1967, p. 325-339. | MR | Zbl

7. D. Ellsberg, Risk, Ambiguity and the Savage Axioms, Quaterly J. of Economics, vol. 75, 1961, p. 643-669.

8. P. C. Fishburn, Utility theory for decision making, Wiley, New York, 1970. | MR | Zbl

9. P. C. Fishburn, The foundations of Expected Utility, D. Reidel Publishing Company, Dordrecht, 1982. | MR | Zbl

10. J. C. Hershey, H. C. Kunreuther et P. J. Schoemaker, Sources of bias in assessment procedures for utility functions, Management Sci., vol. 28, 1986, p. 936-954. | Zbl

11. I. N. Herstein et J. Milnor, An Axiomatic Approach to Measurable Utility, Econometria, vol. 21, 1953, p. 291-297. | MR | Zbl

12. L. Hurwicz, Optimality Criteria for Decision Making Under Ignorance, Cowles Commission discussion paper, Statistics # 370, 1951, mimeographed.

13. T. Ichiishi, Super-Modularity: Applications to Convex Games and to the Greedy Algorithm for LP, J. Econom. Thory, vol. 25, 1981, p. 283-286. | MR | Zbl

14. J. Y. Jaffray, Jeux contre la Nature, Economies et Sociétés, XIV, 1980, p. 1345-1367.

15. J. Y. Jaffray, Linear Utility Theory for Belief Functions, Operations Research Letters, vol. 8, 1989, p. 107-112. | MR | Zbl

16. N. E. Jensen, An Introduction to Bernoullian Utility Theory. I: Utility Functions, Swedish Journal of Economics, vol. 69, 1967, p. 163-183.

17. D. Kahneman et A. Tversky, Prospect Theory: an Analysis of Decision Under Risk, Econometrica, vol. 47, 1979, p. 263-291. | Zbl

18. J. Von Neumann et O. Morgenstern, Theory of Games and Economic Behavior, Princeton University Press, Princeton, 1944. | MR | Zbl

19. A. Revuz, Fonctions croissantes et mesures sur les espaces topologiques ordonnés, Ann. Instit. Fourier (Grenoble), VI, 1955, p. 187-269. | Numdam | MR | Zbl

20. G. Shafer, A Mathematical Theory of Evidence, Princeton University Press, Princeton, 1976. | MR | Zbl

21. G. Shafer, allocations of probability, Ann. Prob., vol. 7, 1979, p. 827-839. | MR | Zbl

22. L. S. Shapley, Cores of Convex Games, Internat. J. Game Theory 1, 1971, p. 11-26. | MR | Zbl