# Von Neumann‐Morgenstern and Savage Theorems for Causal Decision Making

### APA

Soto, M. (2024). Von Neumann‐Morgenstern and Savage Theorems for Causal Decision Making. Perimeter Institute. https://pirsa.org/24020101

### MLA

Soto, Mauricio. Von Neumann‐Morgenstern and Savage Theorems for Causal Decision Making. Perimeter Institute, Feb. 29, 2024, https://pirsa.org/24020101

### BibTex

@misc{ pirsa_PIRSA:24020101, doi = {10.48660/24020101}, url = {https://pirsa.org/24020101}, author = {Soto, Mauricio}, keywords = {Quantum Foundations}, language = {en}, title = {Von Neumann-Morgenstern and Savage Theorems for Causal Decision Making}, publisher = {Perimeter Institute}, year = {2024}, month = {feb}, note = {PIRSA:24020101 see, \url{https://pirsa.org}} }

Mauricio Soto University of Vienna

## Abstract

Decision-making under uncertainty and causal thinking are fundamental aspects of intelligent reasoning. Decision-making has been well studied when the available information is considered at the associative (probabilistic) level. The classical Theorems of von Neumann-Morgenstern and Savage provide a formal criterion for rational choice using associative information: maximize expected utility. There is an ongoing debate around the origin of probabilities involved in such calculation. In this work, we will show how the probabilities for decision-making can be grounded in causal models by considering decision problems in which the available actions and consequences are causally connected. In this setting, actions are regarded as an intervention over a causal model. Then, we extend a previous causal decision-making result, which relies on a known causal model, to the case in which the causal mechanism that controls some environment is unknown to a rational decision-maker. In this way, action-outcome probabilities can be grounded in causal models in known and unknown cases. Finally, as an application, we extend the well-known concept of Nash Equilibrium to the case in which the players of a strategic game consider causal information.

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