Random Expected Utility
提出并分析了一个随机选择与随机期望效用模型，证明随机选择规则最大化某个随机效用函数的充要条件是满足混合连续性、单调性、极值性和线性公理。
We develop and analyze a model of random choice and random expected utility. A decision problem is a finite set of lotteries that describe the feasible choices. A random choice rule associates with each decision problem a probability measure over choices. A random utility function is a probability measure over von Neumann-Morgenstern utility functions. We show that a random choice rule maximizes some random utility function if and only if it is mixture continuous, monotone (the probability that a lottery is chosen does not increase when other lotteries are added to the decision problem), extreme (lotteries that are not extreme points of the decision problem are chosen with probability 0), and linear (satisfies the independence axiom). Copyright The Econometric Society 2006.