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  2. Expected utility hypothesis - Wikipedia

    en.wikipedia.org/wiki/Expected_utility_hypothesis

    There are four axioms of the expected utility theory that define a rational decision maker: completeness; transitivity; independence of irrelevant alternatives; and continuity. [11] Completeness assumes that an individual has well-defined preferences and can always decide between any two alternatives.

  3. Von Neumann–Morgenstern utility theorem - Wikipedia

    en.wikipedia.org/wiki/Von_Neumann–Morgenstern...

    The four axioms of VNM-rationality are completeness, transitivity, continuity, and independence. These axioms, apart from continuity, are often justified using the Dutch book theorems (whereas continuity is used to set aside lexicographic or infinitesimal utilities). Completeness assumes that an individual has well defined preferences:

  4. Ellsberg paradox - Wikipedia

    en.wikipedia.org/wiki/Ellsberg_paradox

    In decision theory, the Ellsberg paradox (or Ellsberg's paradox) is a paradox in which people's decisions are inconsistent with subjective expected utility theory. John Maynard Keynes published a version of the paradox in 1921. [1] Daniel Ellsberg popularized the paradox in his 1961 paper, "Risk, Ambiguity, and the Savage Axioms". [2]

  5. Allais paradox - Wikipedia

    en.wikipedia.org/wiki/Allais_paradox

    The main point Allais wished to make is that the independence axiom of expected utility theory may not be a valid axiom. The independence axiom states that two identical outcomes within a gamble should be treated as irrelevant to the analysis of the gamble as a whole.

  6. Arrow's impossibility theorem - Wikipedia

    en.wikipedia.org/wiki/Arrow's_impossibility_theorem

    Arrow's theorem assumes as background that any non-degenerate social choice rule will satisfy: [15]. Unrestricted domain — the social choice function is a total function over the domain of all possible orderings of outcomes, not just a partial function.

  7. Decision theory - Wikipedia

    en.wikipedia.org/wiki/Decision_theory

    The mythological Judgement of Paris required selecting from three incomparable alternatives (the goddesses shown).. Decision theory or the theory of rational choice is a branch of probability, economics, and analytic philosophy that uses the tools of expected utility and probability to model how individuals would behave rationally under uncertainty.

  8. Subjective expected utility - Wikipedia

    en.wikipedia.org/wiki/Subjective_expected_utility

    In decision theory, subjective expected utility is the attractiveness of an economic opportunity as perceived by a decision-maker in the presence of risk.Characterizing the behavior of decision-makers as using subjective expected utility was promoted and axiomatized by L. J. Savage in 1954 [1] [2] following previous work by Ramsey and von Neumann. [3]

  9. List of axioms - Wikipedia

    en.wikipedia.org/wiki/List_of_axioms

    Together with the axiom of choice (see below), these are the de facto standard axioms for contemporary mathematics or set theory. They can be easily adapted to analogous theories, such as mereology. Axiom of extensionality; Axiom of empty set; Axiom of pairing; Axiom of union; Axiom of infinity; Axiom schema of replacement; Axiom of power set ...