Dynamically consistent preferences under imprecise probabilistic information

DOI10.1016/j.jmateco.2018.04.006zbMath1418.91176OpenAlexW3122169547WikidataQ129846306 ScholiaQ129846306MaRDI QIDQ1633667

Frank Riedel, Vassili Vergopoulos, Jean-Marc Tallon

Publication date: 20 December 2018

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-01513820/file/201715_%20%281%29.pdf

zbMATH Keywords

ambiguitytime consistencyimprecise probabilistic information

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (7)

Dynamic consistency and ambiguity: a reappraisal ⋮ Dynamic consistency in incomplete information games with multiple priors ⋮ Testing negative value of information and ambiguity aversion ⋮ Stochastic dynamic utilities and intertemporal preferences ⋮ Dutch book rationality conditions for conditional preferences under ambiguity ⋮ Dynamically consistent objective and subjective rationality ⋮ Objective rationality and recursive multiple priors

Cites Work

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• Maxmin expected utility with non-unique prior
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• Dynamic coherent risk measures
• Dynamic variational preferences
• Risk, Ambiguity, and the Savage Axioms
• Dynamic choice under ambiguity
• Convex risk measures and the dynamics of their penalty functions

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