| Article ID: | iaor1989287 |
| Country: | Switzerland |
| Volume: | 19 |
| Start Page Number: | 405 |
| End Page Number: | 414 |
| Publication Date: | May 1989 |
| Journal: | Annals of Operations Research |
| Authors: | Gilboa Itzhak |
Some duality problems in expected utility theory, raised by the introduction of non-additive probabilities, are examined. These problems do not arise if the probability measure is symmetric; i.e. has the property of complementary additivity. Additional, mild properties of coherence of conditional probabilities imply full additivity of the unconditional measure.