Title: Theory of decision under uncertainty /
Authors: Gilboa, Itzhak.
Publisher: Cambridge University Press,
Year: 2009
Subjects: Decision making.; Uncertainty (Information theory)
Abstract: This title describes the classical axiomatic theories of decision under uncertainty, as well as critiques thereof and alternative theories.
Contents: Intuitive definitions -- Motivating examples -- Free will and determinism -- The principle of indifference -- Relative frequencies -- Subjective probabilities -- Behavioral definitions -- A case study -- The role of theories -- Von Neumann-Morgenstern's theorem -- De Finetti's theorem -- Savage's theorem -- The definition of states -- A critique of Savage -- Objectivity and rationality -- Ascombe-Aumann's theorem -- Alternative behavioral theories -- Choquet expected utility -- Prospect theory -- Maxmin expected utility -- Cognitive origins -- Case-based qualitative beliefs -- Frequentism revisited -- Future research.