Dynamic consistency and rectangularity for the smooth ambiguity model

DOI10.1016/J.JET.2025.105991MaRDI QIDQ6974702zbMATH OpenFDO

Authors Andrei Savochkin, A. V. Shklyaev, Alexey Galatenko

Publication date 5 June 2025

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

Full work available at URL https://doi.org/10.1016/J.JET.2025.105991

zbMATH Keywords

consequentialismdynamic consistencyrectangularitysmooth ambiguity

Mathematics Subject Classification ID

Dynamic programming (90C39) Decision theory (91B06)

Cites work

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• The classical moment problem and some related questions in analysis. Translated from the Russian by N. Kemmer
• Uncertainty Aversion and Dynamic Consistency
• Updating Ambiguity Averse Preferences
• Updating ambiguous beliefs

Cited in

(1)

• Recursive preferences and ambiguity attitudes

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