Formal Power Series Representations in Probability and Expected Utility Theory

Fuente: arXiv
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Main Authors: Pedersen, Arthur Paul, Alexander, Samuel Allen
Format: Preprint
Published: 2025
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author Pedersen, Arthur Paul
Alexander, Samuel Allen
author_facet Pedersen, Arthur Paul
Alexander, Samuel Allen
contents We advance a general theory of coherent preference that surrenders restrictions embodied in orthodox doctrine. This theory enjoys the property that any preference system admits extension to a complete system of preferences, provided it satisfies a certain coherence requirement analogous to the one de Finetti advanced for his foundations of probability. Unlike de Finetti's theory, the one we set forth requires neither transitivity nor Archimedeanness nor boundedness nor continuity of preference. This theory also enjoys the property that any complete preference system meeting the standard of coherence can be represented by utility in an ordered field extension of the reals. Representability by utility is a corollary of this paper's central result, which at once extends Hölder's Theorem and strengthens Hahn's Embedding Theorem.
format Preprint
id arxiv_https___arxiv_org_abs_2508_00294
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Formal Power Series Representations in Probability and Expected Utility Theory
Pedersen, Arthur Paul
Alexander, Samuel Allen
Probability
Artificial Intelligence
Theoretical Economics
Logic
Statistics Theory
60A05
We advance a general theory of coherent preference that surrenders restrictions embodied in orthodox doctrine. This theory enjoys the property that any preference system admits extension to a complete system of preferences, provided it satisfies a certain coherence requirement analogous to the one de Finetti advanced for his foundations of probability. Unlike de Finetti's theory, the one we set forth requires neither transitivity nor Archimedeanness nor boundedness nor continuity of preference. This theory also enjoys the property that any complete preference system meeting the standard of coherence can be represented by utility in an ordered field extension of the reals. Representability by utility is a corollary of this paper's central result, which at once extends Hölder's Theorem and strengthens Hahn's Embedding Theorem.
title Formal Power Series Representations in Probability and Expected Utility Theory
topic Probability
Artificial Intelligence
Theoretical Economics
Logic
Statistics Theory
60A05
url https://arxiv.org/abs/2508.00294