Maxmin under risk
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Preferences are represented by the minimum of expected utilities calculated over given set of utility functions. Some properties of this relation are shown.
Cited in
(23)- Expected utility theory without the completeness axiom.
- Robust return risk measures
- Second-order ambiguous beliefs
- Zhou's aggregation theorems with multiple welfare weights
- Taking risk into account in electricity portfolio management
- Scalarization methods and expected multi-utility representations
- A nonsmooth approach to nonexpected utility theory under risk
- Parametric multi-attribute utility functions for optimal profit under risk constraints
- Preference Robust Modified Optimized Certainty Equivalent
- Mixed extensions of decision problems under uncertainty
- Preference robust distortion risk measure and its application
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
- Adaptive risk assessments
- Cautious stochastic choice, optimal stopping and deliberate randomization
- On concave functions over lotteries
- Worst-case risk with unspecified risk preferences
- Expected utility, independence, and continuity
- On expectiles and almost stochastic dominance
- Expected multi-utility representations of preferences over lotteries
- Distributional utility preference robust optimization models in multi-attribute decision making
- Caution and reference effects
- Bi-attribute utility preference robust optimization: a continuous piecewise linear approximation approach
- Inter-temporal preference for flexibility and risky choice
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