Maxmin expected utility in Savage's framework

DOI10.1016/J.JET.2023.105665MaRDI QIDQ6166484zbMATH OpenOpenAlexFDO

Authors Dino Borie

Publication date 6 July 2023

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

Full work available at URL https://doi.org/10.1016/j.jet.2023.105665

zbMATH Keywords

maxmin expected utilitypurely subjective probabilitysavageuncertainty aversion

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• A Simple Axiomatization of Nonadditive Expected Utility
• A Subjective Spin on Roulette Wheels
• A survey of the theory of coherent lower previsions
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• Ambiguity made precise: A comparative foundation
• Ambiguous events and maxmin expected utility
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• Differentiating ambiguity and ambiguity attitude
• Dual‐Self Representations of Ambiguity Preferences
• Expected uncertain utility theory
• Expected utility with purely subjective non-additive probabilities
• scientific article; zbMATH DE number 3412943 (Why is no real title available?)
• Imprecise probabilistic beliefs as a context for decision-making under ambiguity
• Maxmin expected utility over Savage acts with a set of priors
• Maxmin expected utility through statewise combinations
• Maxmin expected utility with non-unique prior
• Model and Predictive Uncertainty: A Foundation for Smooth Ambiguity Preferences
• Probabilistic Sophistication and Multiple Priors
• Purely subjective maxmin expected utility
• Risk, ambiguity and the Savage axioms
• Savage for dummies and experts
• Subjective ambiguity, expected utility and Choquet expected utility
• Subjective Probabilities on Subjectively Unambiguous Events
• Uncertainty averse preferences
• Uncertainty aversion and preference for randomisation
• Vector Expected Utility and Attitudes Toward Variation

Cited in

(9)

• Maxmin expected utility with non-unique prior
• Maxmin expected utility over Savage acts with a set of priors
• Maxmin expected utility through statewise combinations
• A comment on the axiomatics of the maxmin expected utility model
• Maxmin weighted expected utility: a simpler characterization
• Context-Dependent Utilities
• A dynamic foundation of the Rawlsian maxmin criterion
• The Anscombe-Aumann representation and the independence axiom: a reconsideration
• Strength of preference over complementary pairs axiomatizes alpha-MEU preferences

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