Evaluating ambiguous random variables from Choquet to maxmin expected utility
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Publication:1995313
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Cites work
- scientific article; zbMATH DE number 3560492 (Why is no real title available?)
- A Smooth Model of Decision Making under Ambiguity
- A rule for updating ambiguous beliefs
- Additive representations of non-additive measures and the Choquet integral
- Bayes' theorem for Choquet capacities
- Bayesian updating and belief functions
- Condorcet meets Ellsberg
- Dilation for sets of probabilities
- Dynamic choice and nonexpected utility
- Dynamic choice under ambiguity
- Maxmin expected utility with non-unique prior
- On weighted Shapley values
- Put-call parity and market frictions
- Randomization and ambiguity aversion
- Recursive multiple-priors.
- Risk, Ambiguity, and the Separation of Utility and Beliefs
- Sequential Tests of Statistical Hypotheses
- Subjective Probability and Expected Utility without Additivity
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Updating Ambiguity Averse Preferences
- Updating Choquet beliefs
- Updating ambiguous beliefs
- Upper and Lower Probabilities Induced by a Multivalued Mapping
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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