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Communication Dans Un Congrès Année : 2005

Updating Choquet valuation and discounting information arrivals

Résumé

We explore different possible definitions for conditional Choquet integrals and their implications for updating capacities. Many recent works consider relaxing dynamic consistency within Choquet Expected Utility models, but all of them deal with models where time is not explicitly introduced. We confront the different definitions with dynamic consistency when information arrives along with time through a Choquet version of the Net Present Value. We show that only one definition is dynamically consistent in a decision model where time is discounted according to the agent's preferences. However, it violates consequentialism because all future outcomes must be taken into consideration.

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Dates et versions

hal-02831366 , version 1 (07-06-2020)

Identifiants

  • HAL Id : hal-02831366 , version 1
  • PRODINRA : 38861

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André Lapied, Robert Kast, . University of Heidelberg. Updating Choquet valuation and discounting information arrivals. Workshop on risk, utility and decision (RUD), Jun 2005, Heidelberg, Germany. 17 p. ⟨hal-02831366⟩
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