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 formationChoquet expected discounted utilityBelief updating under ambiguity: a numerical simulation analysisDynamic bid-ask pricing under Dempster-Shafer uncertaintyConfirmation bias in social networksDynamic consistency, valuable information and subjective beliefsUnderstanding the nonadditive probability decision modelSignaling probabilities in ambiguity: who reacts to vague news?Conditioning (updating) non-additive measuresAdditive representations of non-additive measures and the Choquet integralAxioms for preferences revealing subjective uncertainty and uncertainty aversionMinimizing regret in dynamic decision problemsA dynamic mechanism and surplus extraction under ambiguityDynamic consistency in incomplete information games under ambiguityBayesian learning for a class of priors with prescribed marginalsAmbiguity aversion under maximum-likelihood updatingBayesian consistent belief selectionUpdating Choquet beliefsInvestment behavior under ambiguity: the case of pessimistic decision makersCapacities with values in compact Hausdorff latticesDynamic semi-consistencyCOURNOT OLIGOPOLY UNDER STRATEGIC UNCERTAINTY WITH OPTIMISTIC AND PESSIMISTIC FIRMSNon-manipulable division rules in claim problems and generalizationsConditional belief functions as lower envelopes of conditional probabilities in a finite settingDynamic consistency and ambiguity: a reappraisalRelative maximum likelihood updating of ambiguous beliefsTrembles in extensive games with ambiguity averse playersUnrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processesConditional decisions under objective and subjective ambiguity in Dempster-Shafer theoryUpdating variational (Bewley) preferences``Agreeing to disagree type results under ambiguityInformation and capacitiesAmbiguous information and dilation: an experimentConditioning, updating and lower probability zeroAgreement theorem for neo-additive beliefsNest-monotonic two-stage acts and exponential probability capacitiesA dynamic Ellsberg urn experimentUnambiguous events and dynamic Choquet preferencesUncertainty, learning, and the ``problem of dilationAsset pricing in a Lucas fruit-tree economy with the best and worst in mindDynamically consistent CEU preferences on \(f\)-convex eventsPreference for flexibility and dynamic consistencyIndependence and 2-monotonicity: nice to have, hard to keepAmbiguity and the Bayesian ParadigmUncertainty aversion and equilibrium existence in games with incomplete informationRecursive multiple-priors.Iterated Choquet expectations: a possibility resultDynamically consistent updating of multiple prior beliefs -- an algorithmic approachRegular updatingTribute to Jean-Yves JaffrayThe emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguityDynamics of inductive inference in a unified frameworkDynamically stable preferencesA decision-theoretic model of asset-price underreaction and overreaction to dividend newsA survey on nonstrategic models of opinion dynamicsEpistemic conditions for agreement and stochastic independence of \(\epsilon\)-contaminated beliefsThe K-armed bandit problem with multiple priorsCoherent Dempster-Shafer equilibrium and ambiguous signalsCompatibility, desirability, and the running intersection propertyRecent developments in modeling preferences: Uncertainty and ambiguityBiased Bayesian learning with an application to the risk-free rate puzzleEvaluating ambiguous random variables from Choquet to maxmin expected utilityThrowing good money after badAmbiguous persuasionBayesian updating rules and AGM belief revisionMetrizability of the Lévy topology on the space of nonadditive measures on metric spacesViolations of belief persistence in Dempster-Shafer equilibriumComparing three ways to update Choquet beliefsSearch and Knightian uncertaintyIncreasing uncertainty: a definitionCEU preferences and dynamic consistencyA parsimonious model of subjective life expectancyPortfolio inertia and epsilon-contaminationsAgreeable trade with optimism and pessimismUpdating non-additive probabilities -- a geometric approachValuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertaintyUpdate rules for convex risk measuresDynamic decision making under ambiguity: an experimental investigationDo Bayesians Learn Their Way Out of Ambiguity?A life-cycle model with ambiguous survival beliefsSmoothing preference kinks with informationComment on: ``On focusing, soft and strong revision of Choquet capacities and their role in statisticsInterim efficient allocations under uncertaintyDutch book rationality conditions for conditional preferences under ambiguityLearning under ambiguity: an experiment in gradual information processingConditional submodular Choquet expected values and conditional coherent risk measuresConditional preferences and updating.A Continuous Updating Rule for Imprecise ProbabilitiesFamilies of update rules for non-additive measures: applications in pricing risks.Re-examining the law of iterated expectations for Choquet decision makersRobust bidding and revenue in descending price auctionsLearning (to disagree?) in large worldsNon-Bayesian updating in a social learning experimentUpdating confidence in beliefsOn attitude polarization under Bayesian learning with non-additive beliefsConsequentialism and dynamic consistency in updating ambiguous beliefsUpdating non-additive measures with fuzzy informationBayesian conditioning in possibility theoryDynamically consistent objective and subjective rationalityExtensive form games with uncertainty averse players




This page was built for publication: Updating ambiguous beliefs