Subjective Expected Utility
- Selected References -

Magister Ludi


F.J. Anscombe and R.J. Aumann (1963) "A Definition of Subjective Probability", Annals of Mathematical Statistics, Vol. 34, p.199-205.

K.J. Arrow (1965) Aspects of the Theory of Risk-Bearing. Helsinki: Yrj・Hahnsson Foundation.

T. Bayes (1763) An Essay Towards Solving a Problem in the Doctrine of Chances. Reprinted 1970, in Pearson and Kendall, editors, Studies in the History of Statistics and Probability. London: Griffen.

J. Bernoulli (1713) Ars Conjectandi. Basel.

R. Carnap (1950) The Logical Foundations of Probability Theory. 1962 edition, Chciago: University of Chicago Press.

J.H. Drèze (1961) "Le foundements logique de l'utilit・cardinale et de la probabilit・subjective", La D馗ision. Paris: CRNS. Translated and reprinted as "Decision Theory with Moral Hazard and State-Dependent Preferences", in Drèze, 1987, Essays on Economic Decisions under Uncertainty. Cambridge: Cambridge University Press.

J.H. Drèze (1974) "Axiomatic Theories of Choice, Cardinal Utility and Subjective Probability: A review", in Drèze, editor, Allocation under Uncertainty: Equilibrium an optimality. New York: Wiley.

R. Eisner and R.H. Strotz (1961) "Flight Insurance and the Theory of Choice", Journal of Political Economy, Vol. 69, p.355-68.

D. Ellsberg (1961) "Risk, Ambiguity and the Savage Axioms", Quarterly Journal of Economics, Vol. 75, p.643-69.

B. de Finetti (1931) "Sul significato soggettivo della probabilita", Fundamenta Mathematicae, Vol. 17, p.298-329.

B. de Finetti (1937) "Foresight: its logical laws, its subjective sources", Annales de l'Institut Henri Poincar・/i>, as translated in 1964, in Kyburg and Smokler, editors, Studies in Subjective Probability. New York: Wiley.

P.C. Fishburn (1970) Utility Theory for Decision-Making. New York: Wiley.

P.C. Fishburn (1973) "A Mixture-Set Axiomatization of Conditional Subjective Expected Utility", Econometrica, Vol. 41 (1), p.1-25.

P.C. Fishburn (1988) Non-Linear Preference and Utility Theory. Baltimore: Johns Hopkins University Press.

P.C. Fishburn (1994) "Utility and Subjective Probability", in R.J. Aumann and S. Hart, editors, Handbook of Game Theory, Vol. II. Amsterdam: North-Holland.

I. Fisher (1906) The Nature of Capital and Interest. New York: Macmillan.

I. Fisher (1930) Theory of Interest: As determined by impatience to spend income and opportunity to invest it. 1974 reprint, New York: Augustus M. Kelley.

N. Georgescu-Roegen (1958) "The Nature of Expectation and Uncertainty", in Bowman, editor, Expectations, Uncertainty and Business Behavior, New York: Social Science Research Council, as reprinted in Georgescu-Roegen, 1966, Analytical Economics: Issues and problems. Cambridge, Mass: Harvard University Press.

I.J. Good (1950) Probability and the Weighing of Evidence. London: Charles Griffin.

I.J. Good (1962) Good Thinking: The foundations of probability and its applications. Minneapolis: University of Minnesota Press.

J. Harsanyi (1968) "Games with Incomplete Information Played by "Bayesian" Players, Parts I, II, III", Management Science, Vol. 14, p.159-82, 320-34, 486-502.

E. Karni (1985) Decision Making Under Uncertainty: The case of state-dependent preferences. Cambridge, Mass: Harvard University Press.

E. Karni (1996) "Probabilities and Beliefs", Journal of Risk and Uncertainty, Vol. 13, p.249-62.

E. Karni and D. Schmeidler (1991) "Utility Theory with Uncertainty", in Hildenbrand and Sonnenschein, editors, Handbook of Mathematical Economics, Vol. IV. Amsterdam: North-Holland.

E. Karni, D. Schmeidler and K. Vind (1983) "On State-Dependent Preferences and Subjective Probabilities", Econometrica, Vol. 51 (4), p.1021-31.

J.M. Keynes (1921) A Treatise on Probability. 1973 edition, Vol. 8 of Collected Writings. New York: St Martin's.

J.M. Keynes (1937) "The General Theory of Employment", Quarterly Journal of Economics, Vol. 51, p.209-23.

F.H. Knight (1921) Risk, Uncertainty and Profit. 1933 reprint, London: L.S.E.

B.O. Koopman (1940) "The Axioms and Algebra of Intuitive Probability", Annals of Mathematics, Vol. 41, p.269-92.

B.O. Koopman (1940) "The Basis of Probability", Bulletin of the American Mathematical Society, Vol. 46, p.763-74.

D.M. Kreps (1988) Notes on the Theory of Choice. Boulder, Colo.: Westview.

P.S. Laplace (1795) A Philosophical Essay on Probabilities. 1951 translation, New York: Dover.

R. von Mises (1928) Probability, Statistics and Truth. 1954 translation, New York: Macmillan.

J. von Neumann and O. Morgenstern (1944) Theory of Games and Economic Behavior. 1953 edition, Princeton, NJ: Princeton University Press.

K.R. Popper (1959) "The Propensity Interpretation of Probability", British Journal for the Philosophy of Science, Vol. 10, p.25-42.

F.P. Ramsey (1926) "Truth and Probability", Ch. 7 of 1931, Braithwaite, editor, The Foundations of Mathematics and Other Logical Essays. London: Routledge.

H. Reichenbach (1949) The Theory of Probability. Berkeley: University of California Press.

L.J. Savage (1954) The Foundations of Statistics. 1972 edition, New York: Dover.

G.L.S. Shackle (1949) Expectation in Economics. 1952 edition, Cambridge: Cambridge University Press.

G.L.S. Shackle, G.L.S. (1955) Uncertainty in Economics: And other reflections. Cambridge, UK: Cambridge University Press.

G.L.S. Shackle (1961) Decision, Order and Time in Human Affairs. 1969 edition, Cambridge: Cambridge University Press.

G.L.S. Shackle (1979) Imagination and the Nature of Choice. Edinburgh: Edinburgh University Press.

P. Suppes (1973) "New Foundations of Objective Probability: Axioms for propensities", in Suppes et al., editors, Logic, Methodology and the Philosophy of Science, Vol. 4. Amsterdam: North-Holland.

P. Wakker (1985) "Subjective Probabilities for State-Dependent Continuous Utility",



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