Pages that link to "Item:Q2971685"

The following pages link to Ambiguity and the Bayesian Paradigm (Q2971685):

Displaying 49 items.

• The impact of ambiguity and prudence on prevention decisions (Q266509) (← links)
• Belief distorted Nash equilibria: introduction of a new kind of equilibrium in dynamic games with distorted information (Q338910) (← links)
• Optimal insurance under adverse selection and ambiguity aversion (Q345188) (← links)
• Cobb-Douglas preferences under uncertainty (Q382331) (← links)
• Ambiguous beliefs and mechanism design (Q423718) (← links)
• Ignorance and competence in choices under uncertainty (Q462871) (← links)
• Uncertainty averse preferences (Q634503) (← links)
• Rational preferences under ambiguity (Q641840) (← links)
• Aggregation of multiple prior opinions (Q654529) (← links)
• Reconciling Savage's and Luce's modeling of uncertainty: the best of both worlds (Q730145) (← links)
• Games with incomplete information and uncertain payoff: from the perspective of uncertainty theory (Q780220) (← links)
• Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Symmetry axioms and perceived ambiguity (Q1702878) (← links)
• The K-armed bandit problem with multiple priors (Q1736953) (← links)
• Robust decision making using a general utility set (Q1750483) (← links)
• Final-offer arbitration with uncertainty averse parties (Q1753307) (← links)
• Direct data-based decision making under uncertainty (Q1754229) (← links)
• Ambiguity aversion and model misspecification: an economic perspective (Q1790363) (← links)
• Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
• Intertemporal utility smoothing under uncertainty (Q1936327) (← links)
• Optimal investment under ambiguous technology shocks (Q2030529) (← links)
• Learning under ambiguity: an experiment in gradual information processing (Q2044995) (← links)
• Belief hedges: Measuring ambiguity for all events and all models (Q2067357) (← links)
• Dynamically consistent objective and subjective rationality (Q2088613) (← links)
• Objective rationality and recursive multiple priors (Q2092788) (← links)
• Optimism and pessimism in strategic interactions under ignorance (Q2100661) (← links)
• Biased learning under ambiguous information (Q2155257) (← links)
• Robust portfolio decision analysis: an application to the energy research and development portfolio problem (Q2178144) (← links)
• An interval-valued utility theory for decision making with Dempster-Shafer belief functions (Q2206441) (← links)
• When does ambiguity fade away? (Q2208852) (← links)
• Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
• Quantum structures in human decision-making: towards quantum expected utility (Q2241036) (← links)
• Savage for dummies and experts (Q2295828) (← links)
• Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory (Q2300455) (← links)
• On Hurwicz-Nash equilibria of non-Bayesian games under incomplete information (Q2416665) (← links)
• On subjective expected value under ambiguity (Q2658018) (← links)
• How to make ambiguous strategies (Q2673167) (← links)
• Ambiguous information and dilation: an experiment (Q2685866) (← links)
• Estimating Second Order Probability Beliefs from Subjective Survival Data (Q2960218) (← links)
• Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data (Q2976147) (← links)
• Analogy in Decision Making (Q3465946) (← links)
• Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
• The Myopic Property in Decision Models (Q5118435) (← links)
• Equimeasurable Rearrangements with Capacities (Q5252228) (← links)
• A Unified Framework for Bayesian and Non-Bayesian Decision Making and Inference (Q5870353) (← links)
• Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory (Q6083021) (← links)
• Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394) (← links)
• Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)