Duality in non-additive expected utility theory

Itzhak Gilboa*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review


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.

Original languageEnglish
Pages (from-to)405-414
Number of pages10
JournalAnnals of Operations Research
Issue number1
StatePublished - Dec 1989
Externally publishedYes


Dive into the research topics of 'Duality in non-additive expected utility theory'. Together they form a unique fingerprint.

Cite this