Evaluating ambiguous random variables from Choquet to maxmin expected utility
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Publication:1995313
DOI10.1016/J.JET.2020.105129zbMATH Open1458.91085OpenAlexW3112915008MaRDI QIDQ1995313FDOQ1995313
Wolfgang Pesendorfer, Faruk Gul
Publication date: 23 February 2021
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2020.105129
Cites Work
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Cited In (8)
- Relative maximum likelihood updating of ambiguous beliefs
- Ambiguous information and dilation: an experiment
- Updating confidence in beliefs
- Logic-based updating
- Testing negative value of information and ambiguity aversion
- Choquet expected discounted utility
- Dynamically consistent objective and subjective rationality
- Uncertainty and compound lotteries: calibration
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