A note on ``Re-examining the law of iterated expectations for Choquet decision makers

DOI10.1007/S11238-012-9297-4MaRDI QIDQ1945664zbMATH OpenOpenAlexFDO

Authors André Lapied, Pascal Toquebeuf

Publication date 8 April 2013

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL http://www.tepp-repec.eu/RePEc/files/teppwp/TEPP-WP-12-09-AL-PT.pdf

zbMATH Keywords

capacitiesChoquet expected utility theorylaw of iterated expectationsupdating

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• Conditioning capacities and Choquet integrals: the role of comonotony
• Nest-monotonic two-stage acts and exponential probability capacities
• Re-examining the law of iterated expectations for Choquet decision makers
• Recursive multiple-priors.
• Revealed likelihood and Knightian uncertainty
• The iterative law of expectation and non-adaptive probability measure

Cited in

(8)

• Asymmetric Choquet random walks and ambiguity aversion or seeking
• Dutch book rationality conditions for conditional preferences under ambiguity
• Iterated Choquet expectations: a possibility result
• Nest-monotonic two-stage acts and exponential probability capacities
• Dynamically consistent CEU preferences on \(f\)-convex events
• AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY
• Dynamic adverse selection with the best and the worst in mind
• Re-examining the law of iterated expectations for Choquet decision makers

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