Maxmin under risk
From MaRDI portal
Publication:1597941
DOI10.1007/s001990100167zbMath1005.91042MaRDI QIDQ1597941
Publication date: 4 June 2002
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s001990100167
91B16: Utility theory
Related Items
Preference Robust Modified Optimized Certainty Equivalent, 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, 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, Mixed extensions of decision problems under uncertainty, Inter-temporal preference for flexibility and risky choice, 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