Subjective Expected Utility Theory with State-Dependent Preferences
扩展了Savage的主观期望效用理论，允许决策者对结果的偏好依赖于自然状态，并证明了在此框架下存在主观期望效用表示，具有唯一的非原子概率测度和状态依赖效用函数。
This paper extends Savage′s subjective expected utility theory to include state-dependent preferences. The dependence of the decision maker′s preferences over consequences on the states of nature is represented by state-specific mappings of the set of consequences onto itself. Within this framework Savage′s postulates are reformulated and it is shown that there exist subjective expected utility representations of the preference relation over acts with unique, nonatomic, probability measure on the algebra of all events, and a state-dependent utility function over the set of consequences. Journal of Economic Literature Classification Number: D81.