Recursive smooth ambiguity preferences

DOI10.1016/j.jet.2008.10.007zbMath1160.91324OpenAlexW2119112873MaRDI QIDQ1017777

Peter Klibanoff, Massimo Marinacci, Sujoy Mukerji

Publication date: 12 May 2009

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

Full work available at URL: https://doi.org/10.1016/j.jet.2008.10.007

zbMATH Keywords

uncertaintyambiguityambiguity aversiondynamic decision makinguncertainty aversionKnightian uncertaintysmooth ambiguityEllsberg paradoxdynamic programming under ambiguity

Mathematics Subject Classification ID

Decision theory (91B06)

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