Extensive form games with uncertainty averse players
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Recommendations
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Cites work
- "Beliefs about Beliefs" without Probabilities
- A course in game theory.
- Ascending bid auctions with behaviorally consistent bidders
- Dynamically consistent beliefs must be Bayesian
- Equilibrium in beliefs under uncertainty
- Extensive Form Reasoning in Normal Form Games
- Intertemporal Asset Pricing under Knightian Uncertainty
- Maxmin expected utility with non-unique prior
- Nash equilibrium under Knightian uncertainty: Breaking down backward induction
- Nash equilibrium with lower probabilities
- On the Strategic Stability of Equilibria
- Preference, rationalizability and equilibrium
- Risk, ambiguity and the Savage axioms
- Self-Confirming Equilibrium
- Subjective Probability and Expected Utility without Additivity
- Uncertainty aversion and preference for randomisation
- Updating ambiguous beliefs
Cited in
(30)- Uncertainty aversion and rationality in games of perfect information
- Identifying behaviorally robust strategies for normal form games under varying forms of uncertainty
- Ambiguity attitudes and self-confirming equilibrium in sequential games
- What do uncertainty-averse decision-makers believe?
- Ellsberg games
- The fog of fraud -- mitigating fraud by strategic ambiguity
- Uncertainty aversion and equilibrium existence in games with incomplete information
- scientific article; zbMATH DE number 7450026 (Why is no real title available?)
- Correlated equilibrium under uncertainty
- Imperfect public monitoring with a fear of signal distortion
- Purification and disambiguation of Ellsberg equilibria
- Dynamic semi-consistency
- Hierarchies of ambiguous beliefs
- When the players are not expectation maximizers
- Portfolio inertia and epsilon-contaminations
- Random extensive form games
- The theory of extensive form games
- On dynamic consistency in ambiguous games
- Trembles in extensive games with ambiguity averse players
- Nash equilibrium under Knightian uncertainty: Breaking down backward induction
- Dynamic consistency in incomplete information games with multiple priors
- Stable equilibrium in beliefs in extensive games with perfect information
- Kuhn's theorem for extensive form Ellsberg games
- Portfolio inertia under ambiguity
- Strategic uncertainty and the ex post Nash property in large games
- Correlated Nash equilibrium
- Violations of belief persistence in Dempster-Shafer equilibrium
- Evolutionary stability of prospect theory preferences
- Irrationality and ambiguity in extensive games
- Uncertainty aversion and equilibrium in normal form games
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