Ambiguity and the Bayesian paradigm
From MaRDI portal
Recommendations
Cites work
- "Expected Utility" Analysis without the Independence Axiom
- `Expected utility / subjective probability' analysis without the sure-thing principle or probabilistic sophistication
- A Bayesian Approach to Uncertainty Aversion
- A behavioral characterization of plausible priors
- A Definition of Subjective Probability
- A Definition of Uncertainty Aversion
- A More Robust Definition of Subjective Probability
- A neo\(^ 2\) Bayesian foundation of the maxmin value for two-person zero- sum games
- A Representation Theorem for "Preference for Flexibility"
- A rule for updating ambiguous beliefs
- A Simple Axiomatization of Nonadditive Expected Utility
- A Smooth Model of Decision Making under Ambiguity
- A strong law of large numbers for capacities
- A Subjective Spin on Roulette Wheels
- A theory of subjective compound lotteries
- A two-person dynamic equilibrium under ambiguity
- Additivity with multiple priors
- Advances in prospect theory: cumulative representation of uncertainty
- Agreeable bets with multiple priors
- Agreeing to disagree
- Almost-objective uncertainty
- Ambiguity and Second-Order Belief
- Ambiguity aversion and incompleteness of financial markets.
- Ambiguity aversion, games against nature, and dynamic consistency
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Ambiguity in asset pricing and portfolio choice: a review of the literature
- Ambiguity made precise: A comparative foundation
- Ambiguity through confidence functions
- Ambiguity Without a State Space
- Ambiguity, learning, and asset returns
- Ambiguous events and maxmin expected utility
- An essay towards solving a problem in the doctrine of chances. By the late Rev. Mr. Bayes, F. R. S. communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S.
- Attitude toward imprecise information
- Axiomatic foundations of multiplier preferences
- Capacities and probabilistic beliefs: a precarious coexistence
- Certainty independence and the separation of utility and beliefs
- Characterizing optimism amd pessimism directly through comonotonicity
- Characterizing uncertainty aversion through preference for mixtures
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Coherent bets under partially resolving uncertainty and belief functions
- Coherent measures of risk
- Common priors under incomplete information: a unification
- Conditional preferences and updating.
- Continuous subjective expected utility with non-additive probabilities
- Cores of convex games
- Correlated Equilibrium as an Expression of Bayesian Rationality
- De Finetti's contribution to probability and statistics
- Differentiating ambiguity and ambiguity attitude
- Differentiating ambiguity: an expository note
- Dilation for sets of probabilities
- Diversification, convex preferences and non-empty core in the Choquet expected utility model.
- Dynamic choice and nonexpected utility
- Dynamic choice under ambiguity
- Dynamic variational preferences
- Ellsberg Revisited: An Experimental Study
- Exactly what happens after the Anscombe-Aumann race?
- Expected utility with purely subjective non-additive probabilities
- Foundations of neo-Bayesian statistics
- Fusion, propagation, and structuring in belief networks
- Games with Incomplete Information Played by “Bayesian” Players Part II. Bayesian Equilibrium Points
- Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
- scientific article; zbMATH DE number 3857064 (Why is no real title available?)
- scientific article; zbMATH DE number 41812 (Why is no real title available?)
- scientific article; zbMATH DE number 48344 (Why is no real title available?)
- scientific article; zbMATH DE number 3475718 (Why is no real title available?)
- scientific article; zbMATH DE number 3485699 (Why is no real title available?)
- scientific article; zbMATH DE number 3544999 (Why is no real title available?)
- scientific article; zbMATH DE number 3560492 (Why is no real title available?)
- scientific article; zbMATH DE number 1790587 (Why is no real title available?)
- scientific article; zbMATH DE number 3339023 (Why is no real title available?)
- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- scientific article; zbMATH DE number 3385467 (Why is no real title available?)
- scientific article; zbMATH DE number 3201010 (Why is no real title available?)
- scientific article; zbMATH DE number 3026923 (Why is no real title available?)
- scientific article; zbMATH DE number 3061365 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- scientific article; zbMATH DE number 3092174 (Why is no real title available?)
- Integral Representation Without Additivity
- Interim efficient allocations under uncertainty
- Intertemporal Asset Pricing under Knightian Uncertainty
- Intertemporal substitution and recursive smooth ambiguity preferences
- Irreversible investment and Knightian uncertainty
- Knightian decision theory. I.
- Learning from ambiguous urns
- Learning Under Ambiguity
- Limit laws for non-additive probabilities and their frequentist interpretation
- Maxmin expected utility over Savage acts with a set of priors
- Maxmin expected utility with non-unique prior
- Monotone continuous multiple priors
- Mutual absolute continuity of multiple priors
- Non-additive measure and integral
- Objective and subjective rationality in a multiple prior model
- On Confidence Limits and Sufficiency, with Particular Reference to Parameters of Location
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Pascal and the Invention of Probability Theory
- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
- Preferences Over Sets of Lotteries1
- Probabilistic Sophistication and Multiple Priors
- Prospect theory. For risk and ambiguity.
- Prospect Theory: An Analysis of Decision under Risk
- Purely subjective maxmin expected utility
- Rationality of belief or: why Savage's axioms are neither necessary nor sufficient for rationality
- Recursive smooth ambiguity preferences
- Revisiting savage in a conditional world
- Risk, ambiguity and the Savage axioms
- Risk, ambiguity, and state-preference theory
- Risk, Ambiguity, and the Separation of Utility and Beliefs
- Risk, uncertainty, and option exercise
- Robust Permanent Income and Pricing
- Robustness
- Savage revisited (with discussion)
- Search and Knightian uncertainty
- Sharing Beliefs: Between Agreeing and Disagreeing
- Simple axioms for countably additive subjective probability
- Small worlds: Modeling attitudes toward sources of uncertainty
- Status quo bias, multiple priors and uncertainty aversion
- Stochastically independent randomization and uncertain aversion
- Subjective ambiguity, expected utility and Choquet expected utility
- Subjective Beliefs and ex ante Trade
- Subjective expected utility with non-additive probabilities on finite state spaces
- Subjective Probabilities on Subjectively Unambiguous Events
- Subjective Probability and Expected Utility without Additivity
- Subjectivity and correlation in randomized strategies
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- The \(\alpha \)-MEU model: a comment
- The Dual Theory of Choice under Risk
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
- The interplay of Bayesian and frequentist analysis
- The right to remain silent
- The Selection of Prior Distributions by Formal Rules
- The value of a statistical life under ambiguity aversion
- Theory of capacities
- Theory of decision under uncertainty
- Theory of games and economic behavior.
- Two-Stage Lotteries without the Reduction Axiom
- Uncertainty and Risk in Financial Markets
- Uncertainty averse preferences
- Uncertainty aversion and aversion to increasing uncertainty
- Uncertainty aversion with second-order utilities and probabilities
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Uncertainty, risk-neutral measures and security price booms and crashes
- Unreliable probabilities, risk taking, and decision making
- Updating Ambiguity Averse Preferences
- Updating ambiguous beliefs
- Upper and Lower Probabilities Induced by a Multivalued Mapping
- Utility Theory without the Completeness Axiom
- Vector Expected Utility and Attitudes Toward Variation
- Why Isn't Everyone a Bayesian?
Cited in
(76)- IID: Independently and indistinguishably distributed.
- A survey of some applications of the idea of ambiguity aversion in economics
- Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
- Alpha-robust mean-variance reinsurance-investment strategy
- Symmetry axioms and perceived ambiguity
- The K-armed bandit problem with multiple priors
- Robust decision making using a general utility set
- Final-offer arbitration with uncertainty averse parties
- What if you are not Bayesian? The consequences for decisions involving risk
- Direct data-based decision making under uncertainty
- Ambiguity aversion and model misspecification: an economic perspective
- Ambiguity in asset pricing and portfolio choice: a review of the literature
- Intertemporal utility smoothing under uncertainty
- Optimal investment under ambiguous technology shocks
- Learning under ambiguity: an experiment in gradual information processing
- Belief hedges: Measuring ambiguity for all events and all models
- Dynamically consistent objective and subjective rationality
- Objective rationality and recursive multiple priors
- Ambiguity and awareness: a coherent multiple priors model
- Optimism and pessimism in strategic interactions under ignorance
- Biased learning under ambiguous information
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem
- An interval-valued utility theory for decision making with Dempster-Shafer belief functions
- When does ambiguity fade away?
- Statistical robustness in utility preference robust optimization models
- Quantum structures in human decision-making: towards quantum expected utility
- Savage for dummies and experts
- Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory
- A Bayesian model of Knightian uncertainty
- On Hurwicz-Nash equilibria of non-Bayesian games under incomplete information
- The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
- On subjective expected value under ambiguity
- The impact of ambiguity and prudence on prevention decisions
- How to make ambiguous strategies
- Ambiguous information and dilation: an experiment
- A Bayesian paradox
- Estimating second order probability beliefs from subjective survival data
- Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data
- Belief distorted Nash equilibria: introduction of a new kind of equilibrium in dynamic games with distorted information
- Optimal insurance under adverse selection and ambiguity aversion
- Analogy in decision making
- Cobb-Douglas preferences under uncertainty
- Ambiguous beliefs and mechanism design
- Ignorance and competence in choices under uncertainty
- Do Bayesians Learn Their Way Out of Ambiguity?
- Preference Robust Optimization for Choice Functions on the Space of CDFs
- The myopic property in decision models
- Towards a Bayesian theory of second-order uncertainty: lessons from non-standard logics
- Equimeasurable rearrangements with capacities
- Knightian decision theory and econometric inferences
- A Unified Framework for Bayesian and Non-Bayesian Decision Making and Inference
- Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
- Belief updating under ambiguity: a numerical simulation analysis
- Dynamic bid-ask pricing under Dempster-Shafer uncertainty
- Uncertainty averse preferences
- Rational preferences under ambiguity
- Jaffray's ideas on ambiguity
- Testing Hurwicz expected utility
- Aggregation of multiple prior opinions
- Experimental evidence on the relationship between perceived ambiguity and likelihood insensitivity
- Finitely additive behavioral strategies: when do they induce an unambiguous expected payoff?
- Ambiguity and partial Bayesian updating
- Ambiguity aversion, risk aversion, and the weight of evidence
- Bayesian learning with multiple priors and nonvanishing ambiguity
- A two-player newsvendor game with competition on demand under ambiguity
- A nonatomic game involving incomplete information and general ambiguity attitudes
- Anticomonotonicity for preference axioms: the natural counterpart to comonotonicity
- Smart representations: rationality and evolution in a richer environment
- Reconciling Savage's and Luce's modeling of uncertainty: the best of both worlds
- Mean-preserving capacities: a tractable class of Choquet capacities
- De Finetti's legacy in dealing with uncertainty: towards finance, artificial intelligence and beyond
- Pareto optimal uncertainty sharing under smooth ambiguity
- Stackelberg-Cournot-Nash equilibria under ambiguity and -maxmin preferences
- Games with incomplete information and uncertain payoff: from the perspective of uncertainty theory
- Purely subjective extended Bayesian models with Knightian unambiguity
This page was built for publication: Ambiguity and the Bayesian paradigm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2971685)