Coherent and Archimedean choice in general Banach spaces

13 Feb 2020Gert de Cooman

I introduce and study a new notion of Archimedeanity for binary and non-binary choice between options that live in an abstract Banach space, through a very general class of choice models, called sets of desirable option sets. In order to be able to bring horse lottery options into the fold, I pay special attention to the case where these linear spaces do not include all `constant' options... (read more)

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