Updating ambiguous beliefs
From MaRDI portal
Publication:1804013
DOI10.1006/jeth.1993.1003zbMath0780.90001OpenAlexW1992743855MaRDI QIDQ1804013
Itzhak Gilboa, David Schmeidler
Publication date: 29 June 1993
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/924.pdf
Related Items (only showing first 100 items - show all)
Ambiguous price formation ⋮ Choquet expected discounted utility ⋮ Belief updating under ambiguity: a numerical simulation analysis ⋮ Dynamic bid-ask pricing under Dempster-Shafer uncertainty ⋮ Confirmation bias in social networks ⋮ Dynamic consistency, valuable information and subjective beliefs ⋮ Understanding the nonadditive probability decision model ⋮ Signaling probabilities in ambiguity: who reacts to vague news? ⋮ Conditioning (updating) non-additive measures ⋮ Additive representations of non-additive measures and the Choquet integral ⋮ Axioms for preferences revealing subjective uncertainty and uncertainty aversion ⋮ Minimizing regret in dynamic decision problems ⋮ A dynamic mechanism and surplus extraction under ambiguity ⋮ Dynamic consistency in incomplete information games under ambiguity ⋮ Bayesian learning for a class of priors with prescribed marginals ⋮ Ambiguity aversion under maximum-likelihood updating ⋮ Bayesian consistent belief selection ⋮ Updating Choquet beliefs ⋮ Investment behavior under ambiguity: the case of pessimistic decision makers ⋮ Capacities with values in compact Hausdorff lattices ⋮ Dynamic semi-consistency ⋮ COURNOT OLIGOPOLY UNDER STRATEGIC UNCERTAINTY WITH OPTIMISTIC AND PESSIMISTIC FIRMS ⋮ Non-manipulable division rules in claim problems and generalizations ⋮ Conditional belief functions as lower envelopes of conditional probabilities in a finite setting ⋮ Dynamic consistency and ambiguity: a reappraisal ⋮ Relative maximum likelihood updating of ambiguous beliefs ⋮ Trembles in extensive games with ambiguity averse players ⋮ Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes ⋮ Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory ⋮ Updating variational (Bewley) preferences ⋮ ``Agreeing to disagree type results under ambiguity ⋮ Information and capacities ⋮ Ambiguous information and dilation: an experiment ⋮ Conditioning, updating and lower probability zero ⋮ Agreement theorem for neo-additive beliefs ⋮ Nest-monotonic two-stage acts and exponential probability capacities ⋮ A dynamic Ellsberg urn experiment ⋮ Unambiguous events and dynamic Choquet preferences ⋮ Uncertainty, learning, and the ``problem of dilation ⋮ Asset pricing in a Lucas fruit-tree economy with the best and worst in mind ⋮ Dynamically consistent CEU preferences on \(f\)-convex events ⋮ Preference for flexibility and dynamic consistency ⋮ Independence and 2-monotonicity: nice to have, hard to keep ⋮ Ambiguity and the Bayesian Paradigm ⋮ Uncertainty aversion and equilibrium existence in games with incomplete information ⋮ Recursive multiple-priors. ⋮ Iterated Choquet expectations: a possibility result ⋮ Dynamically consistent updating of multiple prior beliefs -- an algorithmic approach ⋮ Regular updating ⋮ Tribute to Jean-Yves Jaffray ⋮ The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity ⋮ Dynamics of inductive inference in a unified framework ⋮ Dynamically stable preferences ⋮ A decision-theoretic model of asset-price underreaction and overreaction to dividend news ⋮ A survey on nonstrategic models of opinion dynamics ⋮ Epistemic conditions for agreement and stochastic independence of \(\epsilon\)-contaminated beliefs ⋮ The K-armed bandit problem with multiple priors ⋮ Coherent Dempster-Shafer equilibrium and ambiguous signals ⋮ Compatibility, desirability, and the running intersection property ⋮ Recent developments in modeling preferences: Uncertainty and ambiguity ⋮ Biased Bayesian learning with an application to the risk-free rate puzzle ⋮ Evaluating ambiguous random variables from Choquet to maxmin expected utility ⋮ Throwing good money after bad ⋮ Ambiguous persuasion ⋮ Bayesian updating rules and AGM belief revision ⋮ Metrizability of the Lévy topology on the space of nonadditive measures on metric spaces ⋮ Violations of belief persistence in Dempster-Shafer equilibrium ⋮ Comparing three ways to update Choquet beliefs ⋮ Search and Knightian uncertainty ⋮ Increasing uncertainty: a definition ⋮ CEU preferences and dynamic consistency ⋮ A parsimonious model of subjective life expectancy ⋮ Portfolio inertia and epsilon-contaminations ⋮ Agreeable trade with optimism and pessimism ⋮ Updating non-additive probabilities -- a geometric approach ⋮ Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty ⋮ Update rules for convex risk measures ⋮ Dynamic decision making under ambiguity: an experimental investigation ⋮ Do Bayesians Learn Their Way Out of Ambiguity? ⋮ A life-cycle model with ambiguous survival beliefs ⋮ Smoothing preference kinks with information ⋮ Comment on: ``On focusing, soft and strong revision of Choquet capacities and their role in statistics ⋮ Interim efficient allocations under uncertainty ⋮ Dutch book rationality conditions for conditional preferences under ambiguity ⋮ Learning under ambiguity: an experiment in gradual information processing ⋮ Conditional submodular Choquet expected values and conditional coherent risk measures ⋮ Conditional preferences and updating. ⋮ A Continuous Updating Rule for Imprecise Probabilities ⋮ Families of update rules for non-additive measures: applications in pricing risks. ⋮ Re-examining the law of iterated expectations for Choquet decision makers ⋮ Robust bidding and revenue in descending price auctions ⋮ Learning (to disagree?) in large worlds ⋮ Non-Bayesian updating in a social learning experiment ⋮ Updating confidence in beliefs ⋮ On attitude polarization under Bayesian learning with non-additive beliefs ⋮ Consequentialism and dynamic consistency in updating ambiguous beliefs ⋮ Updating non-additive measures with fuzzy information ⋮ Bayesian conditioning in possibility theory ⋮ Dynamically consistent objective and subjective rationality ⋮ Extensive form games with uncertainty averse players
This page was built for publication: Updating ambiguous beliefs