Dominance conditions in non-additive expected utility theory

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Abstract
In order to explain the Ellsberg paradox, a non-additive expected utility has recently been proposed. In this paper we determine dominance conditions for non-additive expected utilities. In the univariate case all the well-known stochastic dominance theorems can be extended to the non-additive framework, whereas in the multivariate case the generalization applies only to those results that assume a weak preference ordering or do not require extension to linear combinations of utilities.
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