We show that preferences on random numbers which satisfy certain natural properties can be represented, in the setting of topological vector spaces, by a suitable family of continuous previsions which is, in a sense, unique. Moreover, for most commonly used spaces of random numbers, we establish that one can derive these preferences, via an expectation operator, from a suitable family of probabilities (whether or not finitely additive).

Representing complete and incomplete subjective linear preferences on random numbers

GIROTTO, BRUNO;HOLZER, SILVANO
2003

Abstract

We show that preferences on random numbers which satisfy certain natural properties can be represented, in the setting of topological vector spaces, by a suitable family of continuous previsions which is, in a sense, unique. Moreover, for most commonly used spaces of random numbers, we establish that one can derive these preferences, via an expectation operator, from a suitable family of probabilities (whether or not finitely additive).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11368/1695672
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