Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- Part I Expected utility
- Part II Nonexpected utility for Risk
- Part III Nonexpected utility for uncertainty
- 13 Conclusion
- Appendices
- Appendix A Models never hold perfectly: how to handle their deficiencies?
- Appendix B Choosing from multiple prospects and binary choice: the principles of revealed preference
- Appendix C Dynamic decisions
- Appendix D Applications other than decision under uncertainty
- Appendix E Bisymmetry-based preference conditions
- Appendix F Nonmonotonic rank-dependent models and the Fehr–Schmidt model of welfare evaluation
- Appendix G Extensions of finite-dimensional results to infinite-dimensional results: a meta-theorem
- Appendix H Measure theory
- Appendix I Related textbooks and surveys
- Appendix J Elaborations of exercises
- Appendix K Skipping parts and interdependencies between sections
- References
- Author index
- Subject index
Appendix K - Skipping parts and interdependencies between sections
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- Introduction
- Part I Expected utility
- Part II Nonexpected utility for Risk
- Part III Nonexpected utility for uncertainty
- 13 Conclusion
- Appendices
- Appendix A Models never hold perfectly: how to handle their deficiencies?
- Appendix B Choosing from multiple prospects and binary choice: the principles of revealed preference
- Appendix C Dynamic decisions
- Appendix D Applications other than decision under uncertainty
- Appendix E Bisymmetry-based preference conditions
- Appendix F Nonmonotonic rank-dependent models and the Fehr–Schmidt model of welfare evaluation
- Appendix G Extensions of finite-dimensional results to infinite-dimensional results: a meta-theorem
- Appendix H Measure theory
- Appendix I Related textbooks and surveys
- Appendix J Elaborations of exercises
- Appendix K Skipping parts and interdependencies between sections
- References
- Author index
- Subject index
Summary
This appendix presents figures depicting the relations between the sections in this book. An arrow from one section to another section indicates that, for reading the latter section, the former section should be read first. For example, the figure for Chapter 12 shows that, to read §12.1 with the definition of PT (prospect theory) for unknown probabilities, first §10.2 with the definition of RDU (rank-dependent utility) for unknown probabilities has to be read, along with §9.2 with the definition of PT for risk. The figure for Chapter 10 then shows that, before reading §10.2, first §10.1 has to be read, and the figure for Chapter 9 shows that §8.4 and §7.6 have to be read before §9.2 can be read; and so on. Starting with the section of interest, one first encircles this section, and then all preceding sections needed to read it. One then moves back section by section, for each encircled section along the way encircling the required preceding ones. All encircled sections then have to be read.
Figure K.1 depicts all sections that have to be read this way before §12.1 can be read. In the figures, a dashed “double” arrow ⇓ from a first section – always printed in bold and underlined – to a set of sections contained within a dashed square or polytope indicates that the first section should be read before any of the other sections can be read.
- Type
- Chapter
- Information
- Prospect TheoryFor Risk and Ambiguity, pp. 455 - 460Publisher: Cambridge University PressPrint publication year: 2010