Expectation and Variation in Multi-Period Decisions

DOI10.2307/1913626MaRDI QIDQ4203954zbMATH OpenOpenAlexFDO

Authors Itzhak Gilboa

Publication date 1989

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913626

zbMATH Keywords

Ellsberg paradoxintertemporal separabilityMulti-period decisionsnonadditive measuresure-thing principle

Mathematics Subject Classification ID

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

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Cited in

(30)

• Additive representations on rank-ordered sets. I: The algebraic approach
• A model of random matching
• Loss aversion in a multi-period model
• Additive representations of non-additive measures and the Choquet integral
• Time preference for health: a test of stationarity versus decreasing timing aversion
• Some characterizations of non-additive multi-period models
• Updating non-additive probabilities -- a geometric approach
• Sequentially continuous non-monotonic Choquet integrals
• Time and risk
• An infinite-horizon model of nonmonotone utility smoothing
• Characterization of variation averse preferences by present value
• General equilibrium, preferences and financial institutions after the crisis
• Crashing of efficient stochastic bubbles
• An axiomatization of Choquet expected utility with cominimum independence
• Countably additive Möbius transforms for belief functions on Polish spaces
• An alternative axiomatization of intertemporal utility smoothing
• About delay aversion
• Repeated decision making under variable external conditions
• Modularity and monotonicity of games
• Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
• General equilibrium, wariness and efficient bubbles
• Modeling nonmonotone preferences: the case of utility smoothing
• Nonmonotonic Choquet integrals
• Randomizing without randomness
• Choquet expected discounted utility
• Choquet operators and belief functions
• A characterization of delay averse Choquet integrals for intertemporal analysis
• A general theory of subjective mixtures
• Cominimum additive operators
• Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty

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