Recursive multiple-priors.

DOI10.1016/S0022-0531(03)00097-8zbMath1107.91360OpenAlexW2057609912MaRDI QIDQ1420874

Martin Schneider, Larry G. Epstein

Publication date: 23 January 2004

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

Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00097-8

zbMATH Keywords

controlRobustAmbiguityDynamic consistencyEllsberg ParadoxRecursive utilityMultiple-priorsUpdating beliefs

Mathematics Subject Classification ID

Economic time series analysis (91B84) Sensitivity (robustness) (93B35) Utility theory (91B16) Economic growth models (91B62)

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