Random sets lotteries and decision theory

DOI10.1016/J.JMP.2014.07.001zbMATH Open1309.91038OpenAlexW1992363053MaRDI QIDQ2263965FDOQ2263965

Authors: Marc-Arthur Diaye, G. A. Koshevoy 

Publication date: 19 March 2015

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2014.07.001

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zbMATH Keywords

expected utilityrandom setsAumann integralsKnightian decision maker

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Cites Work

• Maxmin expected utility with non-unique prior
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• Differentiating ambiguity and ambiguity attitude
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• Integrals of set-valued functions
• Sharp identification regions in models with convex moment predictions
• A scatter matrix estimate based on the zonotope
• Space, structure, and randomness. Contributions in honor of Georges Matheron in the fields of geostatistics, random sets, and mathematical morphology.
• Partial identification using random set theory
• Knightian decision theory and econometric inferences
• Random sets. Theory and applications. Proceedings of the IMA workshop, Minneapolis, MN, USA, 1996
• Variable intervals model
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Cited In (7)

• Upper and lower bounds for expected utility
• Random Expected Utility
• Ergodic concept of utility under risk
• Expected utility for nonstochastic risk
• Lottery-dependent utility via stochastic benchmarking
• On models of situations in stochastic decision making problems
• How risky is a random process?

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