Choquet Expected Utility with a Finite State Space: Commutativity and Act-Independence
在温和条件下证明了行动独立性与可交换性等价，以及共单调行动独立性与共单调可交换性等价，并基于此给出了有限状态空间上主观期望效用和Choquet期望效用的公理化。
In this paper we establish the equivalence of act-independence and commutativity and the equivalence of comonotonic act-independence and comonotonic commutativity under mild conditions. As a result, using a theorem of Nakamura, we obtain an axiomatization of subjective expected utility and Choquet expected utility with a finite state space based on act-independence and comonotonic act-independence, respectively. Journal of Economic Literature Classification Number: D81.