Classical subjective expected utility

DOI10.1073/PNAS.1207805110MaRDI QIDQ5171004zbMATH OpenOpenAlexWikidataFDO

Authors Massimo Marinacci, Luigi Montrucchio, Simone Cerreia-Vioglio, Fabio Maccheroni

Publication date 25 July 2014

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.1207805110

Mathematics Subject Classification ID

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

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Cites work

• Linear utility theory for belief functions
• On the consistency of Bayes estimates
• Subcalculus for set functions and cores of TU games.

Cited in

(16)

• Risk analysis and decision theory: a bridge
• Expected utility for decision making with subjective models
• Believing in forecasts, uncertainty, and rational expectations
• A framework for the analysis of self-confirming policies
• Robust portfolio decision analysis: an application to the energy research and development portfolio problem
• Subjective expected utility with imperfect perception
• Smooth aggregation of Bayesian experts
• Savage for dummies and experts
• Learning and self-confirming long-run biases
• Subjective probability over a subjective decision tree
• Decision analysis under ambiguity
• Sensitivity analysis: a review of recent advances
• Functional ANOVA with multiple distributions: implications for the sensitivity analysis of computer experiments
• Making decisions under model misspecification
• Learning underspecified models
• Optimal payoffs under smooth ambiguity

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