Introduction to Decision Theory

Lecture notes (August 2023)
[pdf]

These notes are intended to support an introductory course on decision theory. They contain the mathematical material, including definitions, results, and proofs, but little background, motivation, and discussion. Exercises appear at the end of each chapter. Solutions are available from the author upon request. Covered topics include choice theory, utility representations, expected and subjective expected utility, and ambiguity aversion.