Parcourir Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications par sujet "additive representability"
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Relative Uncertainty and Additively Representable Set Rankings
(Université de Montréal. Département de sciences économiques., 2004)This paper proposes a definition of relative uncertainty aversion for decision models under complete uncertainty. It is shown that, for a large class of decision rules characterized by a set of plausible axioms, the new criterion yields a complete ...