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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