Abstract
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 language | English |
|---|---|
| Pages (from-to) | 405-414 |
| Number of pages | 10 |
| Journal | Annals of Operations Research |
| Volume | 19 |
| Issue number | 1 |
| DOIs | |
| State | Published - Dec 1989 |
| Externally published | Yes |