RECURSIVE AMBIGUITY AND MACHINA'S EXAMPLES

DOI10.1111/IERE.12094zbMath1405.91185OpenAlexW3121707563MaRDI QIDQ5245733

Uzi Segal, David Dillenberger

Publication date: 15 April 2015

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/iere.12094

zbMATH Keywords

Choquet expected utilityrecursive ambiguityrecursive nonexpected utility model

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (4)

On the Ellsberg and Machina paradoxes ⋮ Subjective independence and concave expected utility ⋮ Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity ⋮ Risk attitudes in axiomatic decision theory: a conceptual perspective

Cites Work

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• Subjective Probability and Expected Utility without Additivity
• A Theory of Disappointment Aversion
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• A Smooth Model of Decision Making under Ambiguity
• Ellsberg Revisited: An Experimental Study
• Probability, Utility, and the Independence Axiom
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine

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