The effect of decision weights in bargaining problems.

DOI10.1016/S0022-0531(03)00009-7zbMath1045.91016MaRDI QIDQ1399548

H. J. M. Peters, Veronika Köbberling

Publication date: 30 July 2003

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

zbMATH Keywords

risk aversion; Nash bargaining solution; bargaining problems; rank-dependent utility; expected utility model; Kalai-Smorodinsky bargaining solution; probability risk aversion; utility risk aversion

Mathematics Subject Classification ID

91A12: Cooperative games

91B16: Utility theory

91B26: Auctions, bargaining, bidding and selling, and other market models

91A35: Decision theory for games

91A30: Utility theory for games

Related Items

On the ranking of bilateral bargaining opponents, On the effect of risk aversion in bimatrix games

Cites Work

• Unnamed Item
• Bargaining and boldness
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Advances in prospect theory: cumulative representation of uncertainty
• Concavifiability and constructions of concave utility functions
• Arbitration of two-party disputes under ignorance
• Risk seeking with diminishing marginal utility in a non-expected utility model
• On risk aversion and bargaining outcomes.
• Bargaining solutions without the expected utility hypothesis
• The Bargaining Problem
• Distortion of Utilities and the Bargaining Problem
• Risk Aversion and Nash's Solution for Bargaining Games with Risky Outcomes
• Risk Aversion in the Nash Bargaining Problem with Risky Outcomes and Risky Disagreement Points
• A Criterion for Comparing Strength of Preference with an Application to Bargaining
• On the Interpretation of the Nash Bargaining Solution and Its Extension to Non-Expected Utility Preferences
• Other Solutions to Nash's Bargaining Problem
• Manipulation of preferences and relative utilitarianism