Una nota sobre las diferentes caracterizaciones del teorema de la utilidad esperada
In this work, we prove the axiomatic equivalence of several characterizations of the Expected Utility Theorem proposed by Mas-Colell et al. (1995), Jehle and Reny (2011), Maschler et al. (2013), and Rubinstein (2012). A general language is used for unifying the notation, and we introduce a recursive...
| 主要作者: | , , |
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| 格式: | Online |
| 語言: | 英语 |
| 出版: |
El Colegio de México, A.C.
2022
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| 主題: | |
| 在線閱讀: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/439 |
| 機構: |
Estudios Económicos |
| 總結: | In this work, we prove the axiomatic equivalence of several characterizations of the Expected Utility Theorem proposed by Mas-Colell et al. (1995), Jehle and Reny (2011), Maschler et al. (2013), and Rubinstein (2012). A general language is used for unifying the notation, and we introduce a recursive definition of the lottery space in the expected utility theory. |
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