A survey of some applications of the idea of ambiguity aversion in economics

DOI10.1016/S0888-613X(00)00036-0MaRDI QIDQ1605693zbMATH OpenOpenAlexFDO

Authors R. Smith

Publication date 23 July 2002

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0888-613x(00)00036-0

zbMATH Keywords

subjective uncertainty

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Computing methodologies and applications (68U99)

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Cites work

• scientific article; zbMATH DE number 3560492 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Arbitrage, rationality, and equilibrium
• Coping with ignorance: Unforeseen contingencies and non-additive uncertainty
• Maxmin expected utility with non-unique prior
• Recent developments in modeling preferences: Uncertainty and ambiguity
• Risk, ambiguity and the Savage axioms
• Sealed bid auctions with uncertainty averse bidders
• Subjective Probability and Expected Utility without Additivity
• Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
• Understanding the nonadditive probability decision model
• Upper and Lower Probabilities Induced by a Multivalued Mapping

Cited in

(5)

• Ambiguity aversion and the absence of indexed debt
• Ambiguity aversion and the absence of indexed debt
• Robustness and Ambiguity Aversion in General Equilibrium *
• Kuznetsov independence for interval-valued expectations and sets of probability distributions: properties and algorithms
• On the uses of the monotonicity and independence axioms in models of ambiguity aversion

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