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I. Gilboa, Expected utility with purely subjective non-additive probabilities, Journal of Mathematical Economics, vol.16, issue.1, pp.65-88, 1987.
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URL : https://hal.archives-ouvertes.fr/hal-00756291

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URL : https://hal.archives-ouvertes.fr/hal-00753240

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D. Schmeidler, Integral representation without additivity, Proceedings of the American Mathematical Society, vol.97, issue.2, pp.255-261, 1986.
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URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.295.4096

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A. Chateauneuf, Modeling attitudes towards uncertainty and risk through the use of choquet integral, Annals of Operations Research, vol.1, issue.1, pp.3-20, 1994.
DOI : 10.1007/BF02032158

A. Chateauneuf and J. Jaffray, Some characterizations of lower probabilities and other monotone capacities through the use of M??bius inversion, Mathematical Social Sciences, vol.17, issue.3, pp.263-283, 1989.
DOI : 10.1016/0165-4896(89)90056-5

D. Waegenaere, A. M. Wakker, and P. P. , Nonmonotonic Choquet integrals, Journal of Mathematical Economics, vol.36, issue.1, pp.45-60, 2001.
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I. Gilboa, Expectation and Variation in Multi-Period Decisions, Econometrica, vol.57, issue.5, pp.1153-69, 1989.
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URL : https://hal.archives-ouvertes.fr/hal-00753240

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DOI : 10.1086/260947

E. Prescott and R. Lucas, A Note on Price Systems in Infinite Dimensional Space, International Economic Review, vol.13, issue.2, pp.416-422, 1972.
DOI : 10.2307/2526035

D. Schmeidler, Integral representation without additivity, Proceedings of the American Mathematical Society, vol.97, issue.2, pp.255-261, 1986.
DOI : 10.1090/S0002-9939-1986-0835875-8

J. Shalev, Loss aversion in a multi-period model, Mathematical Social Sciences, vol.33, issue.3, 1997.
DOI : 10.1016/S0165-4896(96)00832-3

C. Aliprantis and K. Border, Infinite dimensional analysis : a hitchhiker's guide, 1999.

D. Brown and L. Lewis, Myopic Economic Agents, Econometrica, vol.49, issue.2, pp.359-368, 1981.
DOI : 10.2307/1913315

A. Chateauneuf and J. Jaffray, Some characterizations of lower probabilities and other monotone capacities through the use of M??bius inversion, Mathematical Social Sciences, vol.17, issue.3, pp.263-283, 1989.
DOI : 10.1016/0165-4896(89)90056-5

A. Chateauneuf and Y. Rébillé, Some characterizations of non-additive multiperiodic models, 2002.

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G. Shafer, Constructive probability, Synthese, vol.29, issue.1, pp.1-59, 1981.
DOI : 10.1007/BF01064627

K. Yosida and E. Hewitt, Finitely additive measures, Transactions of the American Mathematical Society, vol.72, issue.1, pp.46-66, 1952.
DOI : 10.1090/S0002-9947-1952-0045194-X

C. Aliprantis and K. Border, Infinite dimensional analysis : a hitchhiker's guide, 1999.

S. Banach, Theory of Linear Operations, 1987.

A. Chateauneuf, On the use of capacities in modeling uncertainty aversion and risk aversion, Journal of Mathematical Economics, vol.20, issue.4, pp.343-369, 1991.
DOI : 10.1016/0304-4068(91)90036-S

A. Chateauneuf, Modeling attitudes towards uncertainty and risk through the use of choquet integral, Annals of Operations Research, vol.1, issue.1, pp.3-20, 1994.
DOI : 10.1007/BF02032158

A. Chateauneuf and Y. Rébillé, A Yosida-Hewitt decomposition for totally monotone games. Working paper : Paris I, 2002.

G. Choquet, Theory of capacities, Annales de l???institut Fourier, vol.5, pp.131-295, 1953.
DOI : 10.5802/aif.53

P. A. Diamond, The Evaluation of Infinite Utility Streams, Econometrica, vol.33, issue.1, pp.170-177, 1965.
DOI : 10.2307/1911893

T. C. Koopmans, Representations of preference orderings over time, Decision and Organization, 1972.

L. Lauwers, Intertemporal objective functions, Mathematical Social Sciences, vol.35, issue.1, pp.37-55, 1998.
DOI : 10.1016/S0165-4896(97)00022-X

M. Marinacci, An Axiomatic Approach to Complete Patience and Time Invariance, Journal of Economic Theory, vol.83, issue.1, pp.105-144, 1998.
DOI : 10.1006/jeth.1997.2451

D. Schmeidler, Integral representation without additivity, Proceedings of the American Mathematical Society, vol.97, issue.2, pp.255-261, 1986.
DOI : 10.1090/S0002-9939-1986-0835875-8

P. Wakker, Characterizing optimism and pessimism directly through comonotonicity, Journal of Economic Theory, vol.52, issue.2, pp.453-463, 1990.
DOI : 10.1016/0022-0531(90)90043-J