Nest-monotonic two-stage acts and exponential probability capacities
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Publication:420987
DOI10.1007/S00199-010-0551-0zbMath1258.91058OpenAlexW1971479404MaRDI QIDQ420987
Publication date: 23 May 2012
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-010-0551-0
Choquet expected utilitydynamic consistencyexponential probability capacitylaw of iterated expectationnest-monotonic two-stage actnon-Bayesian updating
Bayesian problems; characterization of Bayes procedures (62C10) Contents, measures, outer measures, capacities (28A12) Utility theory (91B16)
Related Items (3)
A note on ``Re-examining the law of iterated expectations for Choquet decision makers ⋮ Dynamically consistent CEU preferences on \(f\)-convex events ⋮ Iterated Choquet expectations: a possibility result
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