Utility theory with probability-dependent outcome valuation
对风险决策中的一类非期望效用模型进行公理化刻画，通过考虑结果估值可能依赖于概率测度，对风险前景空间进行变换，并在变换后的偏好上施加冯·诺伊曼-摩根斯坦公理，得到概率非线性的表示。
This paper provides an axiomatic characterization of a class of nonexpected utility models of decision making under risk. It formalizes the notion that the valuation of outcomes may depend on the probability measure in whose support the outcomes are contained and defines a transformation of the space of risky prospects taking account of these probability-dependent valuations. The von Neumann-Morgenstern axioms are imposed on the preference relation among the transformed risky prospects to obtain a representation that is nonlinear in the probabilities. Some implications of the resulting models are pointed out using local expected utility analysis.