 It has been shown by Schmeidler (1986) that, if convexity of capacities is imposed, CEU becomes a special case of an approach known as Maxmin Expected Utility (MEU) (Gilboa &amp; Schmeidler 1989), which represents the decision maker as maximising minimum expected utility across a non-empty set of probability functions \(\Gamma\) on \(\mathcal{X}\), so that: 