Random sets lotteries and decision theory

DOI10.1016/J.JMP.2014.07.001MaRDI QIDQ2263965zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

expected utilityrandom setsAumann integralsKnightian decision maker

Mathematics Subject Classification ID

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

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• Risk, ambiguity and the Savage axioms
• Sharp identification regions in models with convex moment predictions
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• Variable intervals model

Cited in

(7)

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

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