PROCEEDINGS IPMU '08
Some remarks on the single-stage decision problem with fuzzy utilities
Miguel López-Díaz, Luis J. Rodríguez-Muñiz.
In this paper we deal with a singlestage
decision problem with imprecise
utilities with some special properties.
The main one is that
product measurability of the utility
function is not required, so that, iterated
expectations are used instead
of integrals over a product space.
Equivalence between the two forms
of the Bayesian analysis are obtained
under these conditions.
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