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EnglishSchmeidler [1986], [1989] famously used his nonadditive probability model to describe a decision-maker’s uncertainty aversion and/or uncertainty loving. This short note illustrates how nonadditive probability can also be used to obtain a simple characterization of the Hurwicz criterium, where the decision-maker has a balanced attitude towards uncertainty, intermediate between full aversion and full loving. JEL Codes: D81. francaisUne caracterisation simple du critere de Hurwicz dans l’incertain Schmeidler [1986], [1989] a utilise son celebre modele de probabilite non additive pour decrire l’aversion ou l’attraction d’un decideur pour l’incertain. Cette note montre comment les probabilites non additives peuvent aussi permettre d’obtenir une caracterisation simple du critere de Hurwicz, lorsque le decideur a une attitude intermediaire vis-a-vis de l’incertitude, entre aversion et attraction totales. |
