Dynamic choice and nonexpected utility
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Publication:1288822
DOI10.1023/A:1007769628257zbMATH Open0917.90017OpenAlexW2117839237MaRDI QIDQ1288822FDOQ1288822
Rakesh K. Sarin, Peter P. Wakker
Publication date: 17 May 1999
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1007769628257
sequential consistencydynamic choicemultiple priors modelnonexpected utilitydynamic consistency, consequentialism
Cited In (46)
- Diversity of preferences in an unpredictable environment
- Evaluating ambiguous random variables from Choquet to maxmin expected utility
- Decomposable choice under uncertainty
- Do Bayesians Learn Their Way Out of Ambiguity?
- Uncertainty aversion and equilibrium existence in games with incomplete information
- Nest-monotonic two-stage acts and exponential probability capacities
- Recursive smooth ambiguity preferences
- A dynamic Ellsberg urn experiment
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
- Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty
- Decision with Dempster-Shafer belief functions: decision under ignorance and sequential consistency
- Dynamically consistent CEU preferences on \(f\)-convex events
- Recursive multiple-priors.
- Dynamically consistent updating of multiple prior beliefs -- an algorithmic approach
- Consequentialism and dynamic consistency in updating ambiguous beliefs
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news
- Objective rationality and recursive multiple priors
- Dynamic consistency in incomplete information games under ambiguity
- Randomization and dynamic consistency
- Investment under ambiguity with the best and worst in mind
- CEU preferences and dynamic consistency
- Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory
- Dynamic consistency, valuable information and subjective beliefs
- IID: Independently and indistinguishably distributed.
- ``Agreeing to disagree type results under ambiguity
- On dynamic consistency in ambiguous games
- Ambiguity under growing awareness
- Choquet expected discounted utility
- Unambiguous events and dynamic Choquet preferences
- Dynamic consistency in incomplete information games with multiple priors
- Sequential decision making without independence: a new conceptual approach
- Ambiguity and the Bayesian Paradigm
- Dynamically stable preferences
- Dynamically consistent preferences under imprecise probabilistic information
- Kuhn's theorem for extensive form Ellsberg games
- Updating variational (Bewley) preferences
- Structured ambiguity and model misspecification
- Biased Bayesian learning with an application to the risk-free rate puzzle
- Dynamic consistency and ambiguity: a reappraisal
- Dynamic choice in a complex world
- Updating Choquet beliefs
- Dynamic coherent risk measures
- How do subjects view multiple sources of ambiguity?
- Dynamically consistent objective and subjective rationality
- Iterated Choquet expectations: a possibility result
- Ambiguity aversion under maximum-likelihood updating
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