Abstract I provide a novel simplified approach to Savage’s theory of subjective expected utility. Such an approach is based on abstract integral representation theorems in the space of measurable functions. The advantage of such an approach is that these results can be used to easily obtain variations on Savage’s theorem, such as representations with state-dependent utility or probability measures that can have atoms. Finally, I discuss how such an approach can be used in other settings such as decision making under ambiguity.

中文翻译：

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主观预期效用的简化方法

摘要 我为萨维奇的主观期望效用理论提供了一种新颖的简化方法。这种方法基于可测函数空间中的抽象积分表示定理。这种方法的优点是这些结果可用于轻松获得 Savage 定理的变化，例如具有状态相关效用的表示或可以具有原子的概率度量。最后，我将讨论如何在其他环境中使用这种方法，例如在模棱两可的情况下进行决策。