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Facts, Norms and Expected Utility Functions

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dc.contributor.authorJallais, Sophie
dc.contributor.authorPradier, Pierre Charles
dc.contributor.authorTeira Serrano, David
dc.date.accessioned2024-05-21T12:53:28Z
dc.date.available2024-05-21T12:53:28Z
dc.date.issued2008-05-15
dc.description.abstractIn this paper we want to explore an argumentative pattern that provides a normative justification for expected utility functions grounded on empirical evidence, showing how it worked in three different episodes of their development. The argument claims that we should prudentially maximize our expected utility since this is the criterion effectively applied by those who are considered wisest in making risky choices (be it gamblers or businessmen). Yet, to justify the adoption of this rule, it should be proven that this is empirically true: i.e., that a given function allows us to predict the choices of that particular class of agents. We show how expected utility functions were introduced and contested in accordance with this pattern in the 18th century and how it recurred in the 1950s when M. Allais made his case against the neobernoullianses
dc.description.versionversión publicada
dc.identifier.urihttps://hdl.handle.net/20.500.14468/19457
dc.language.isoen
dc.relation.centerFacultad de Filosofía
dc.relation.departmentLógica, Historia y Filosofía de la Ciencia
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0
dc.subject.keywordsHistory of expected utility
dc.subject.keywordsnormative decision theory
dc.titleFacts, Norms and Expected Utility Functionses
dc.typejournal articleen
dc.typeartículoes
dspace.entity.typePublication
relation.isAuthorOfPublicationad2bda75-c33c-48e1-aad8-c7eb3cfc04cb
relation.isAuthorOfPublication.latestForDiscoveryad2bda75-c33c-48e1-aad8-c7eb3cfc04cb
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