Iterated Choquet expectations: a possibility result

Recommendations

Re-examining the law of iterated expectations for Choquet decision makers
A note on ``Re-examining the law of iterated expectations for Choquet decision makers
Reexamination on updating Choquet beliefs
Nest-monotonic two-stage acts and exponential probability capacities
Choquet expected utility representation of preferences on generalized lotteries

Cites work

scientific article; zbMATH DE number 765034 (Why is no real title available?)
scientific article; zbMATH DE number 3087284 (Why is no real title available?)
A Simple Axiomatization of Nonadditive Expected Utility
Agreeable trade with optimism and pessimism
Ambiguity aversion and incompleteness of financial markets.
Ambiguity aversion in first-price sealed-bid auctions
CEU preferences and dynamic consistency
Capacities and probabilistic beliefs: a precarious coexistence
Choquet expected utility with a finite state space: Commutativity and act-independence
Consequentialist foundations for expected utility
Continuous subjective expected utility with non-additive probabilities
Dynamic choice and nonexpected utility
Dynamically consistent CEU preferences on \(f\)-convex events
Nash equilibrium under Knightian uncertainty: Breaking down backward induction
Nest-monotonic two-stage acts and exponential probability capacities
Non-additive beliefs and strategic equilibria
Re-examining the law of iterated expectations for Choquet decision makers
Revealed likelihood and Knightian uncertainty
Risk, ambiguity and the Savage axioms
Subjective Probability and Expected Utility without Additivity
Subjective expected utility with non-additive probabilities on finite state spaces
The iterative law of expectation and non-adaptive probability measure
Theory of capacities
Unambiguous events and dynamic Choquet preferences
Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
Updating Ambiguity Averse Preferences
Updating ambiguous beliefs

Cited in

(10)

(Not) delegating decisions to experts: the effect of uncertainty
Nest-monotonic two-stage acts and exponential probability capacities
On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure
Dutch book rationality conditions for conditional preferences under ambiguity
AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY
On maxitive integration
Re-examining the law of iterated expectations for Choquet decision makers
Choquet expectation and Peng's \(g\)-expectation
``Agreeing to disagree type results under ambiguity
A note on ``Re-examining the law of iterated expectations for Choquet decision makers

This page was built for publication: Iterated Choquet expectations: a possibility result

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2442385)