The effect of decision weights in bargaining problems.

DOI10.1016/S0022-0531(03)00009-7zbMath1045.91016OpenAlexW2102696797MaRDI QIDQ1399548

Veronika Köbberling, H. J. M. Peters

Publication date: 30 July 2003

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00009-7

zbMATH Keywords

risk aversionNash bargaining solutionbargaining problemsrank-dependent utilityexpected utility modelKalai-Smorodinsky bargaining solutionprobability risk aversionutility risk aversion

Mathematics Subject Classification ID

Cooperative games (91A12) Utility theory (91B16) Auctions, bargaining, bidding and selling, and other market models (91B26) Decision theory for games (91A35) Utility theory for games (91A30)

Related Items

Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining ⋮ Risk aversion over finite domains ⋮ Bargaining with subjective mixtures ⋮ The Kalai-Smorodinsky bargaining solution with loss aversion ⋮ Setting Nash Versus Kalai–Smorodinsky Bargaining Approach: Computing the Continuous-Time Controllable Markov Game ⋮ Alternating offers bargaining with loss aversion ⋮ On the effect of risk aversion in bimatrix games ⋮ Subgame perfect equilibrium in the Rubinstein bargaining game with loss aversion ⋮ On the ranking of bilateral bargaining opponents ⋮ Delayed probabilistic risk attitude: a parametric approach

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