Choquet rationality

Consider a decision problem under uncertainty for a decision maker with kno wn (utility) payoffs over prizes. We say that an act is Choquet (Shafer, Be rnoulli),rational if for some capacity (belief function, probability) over the set of states, it maximizes her "expected" utility. We show that an act may be Choquet rational without being Bernoulli rational, but it is Choque t rational if and only if it is Shafer rational. Journal of Economic Litera ture Classification Numbers: C72, D81.;(C) 2000 Academic Press.