Decisions on generalized Anscombe-Aumann acts under possibly “unexpected” scenarios. Coletti, G., Petturiti, D., & Vantaggi, B. 2018.
abstract   bibtex   
We consider decisions on generalized Anscombe-Aumann acts, mapping states of the world to belief functions over a set of consequences. Preference rela- tions on these acts are given by a decision maker under different scenarios (conditioning events). Then, we provide a system of axioms which are neces- sary and sufficient for the representability of these “conditional preferences” through a conditional functional CEUP,u, parametrized by a unique full con- ditional probability P on the algebra of events and a cardinal utility function u on consequences. The model is able to manage also “unexpected” (i.e., “null”) conditioning events. We finally provide an elicitation procedure that reduces to a Quadratically Constrained Linear Problem (QCLP)
@conference{
	11391_1434728,
	author = {Coletti, Giulianella and Petturiti, Davide and Vantaggi, Barbara},
	title = {Decisions on generalized Anscombe-Aumann acts under possibly “unexpected” scenarios},
	year = {2018},
	publisher = {MatfyzPress, Publishing House of the Faculty of Mathematics and Physics Charles University Sokolovská 83, 186 75 Praha 8, Czech Republic},
	booktitle = {Proceedings of 11-th WUPES},
	abstract = {We consider decisions on generalized Anscombe-Aumann acts, mapping states of the world to belief functions over a set of consequences. Preference rela- tions on these acts are given by a decision maker under different scenarios (conditioning events). Then, we provide a system of axioms which are neces- sary and sufficient for the representability of these “conditional preferences” through a conditional functional CEUP,u, parametrized by a unique full con- ditional probability P on the algebra of events and a cardinal utility function u on consequences. The model is able to manage also “unexpected” (i.e., “null”) conditioning events. We finally provide an elicitation procedure that reduces to a Quadratically Constrained Linear Problem (QCLP)},
	pages = {49--60}
}

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