Nonlinear expectation

Nonlinear expectation is like when you have an expectation or idea of what something will be like and it is different than what you expected. It is like when you expect something to turn out one way, but when you actually experience it, it's different. For example, if you think a book is going to be really exciting, but when you actually read it, it's not as exciting as you thought it would be. This is an example of a nonlinear expectation.