Dutch book rationality conditions for conditional preferences under ambiguity
From MaRDI portal
Publication:2288852
DOI10.1007/s10479-019-03299-8zbMath1430.91034OpenAlexW2951031766WikidataQ127653998 ScholiaQ127653998MaRDI QIDQ2288852
Barbara Vantaggi, Davide Petturiti, Giulianella Coletti
Publication date: 20 January 2020
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-019-03299-8
ambiguitypreferencesDutch bookChoquet expected valueconditional gamblesconditional totally alternating capacityconditional totally monotone capacity
Related Items (2)
On conditional probabilities and their canonical extensions to Boolean algebras of compound conditionals ⋮ A Dutch book coherence condition for conditional completely alternating Choquet expectations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Set functions, games and capacities in decision making
- Reexamination on updating Choquet beliefs
- Inferential processes leading to possibility and necessity
- Lower previsions induced by multi-valued mappings
- Dynamically consistent beliefs must be Bayesian
- Decision making with imprecise probabilistic information
- Coherent qualitative probability
- Notes on conditional previsions
- Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
- Linear utility theory for belief functions
- Maxmin expected utility with non-unique prior
- On the use of capacities in modeling uncertainty aversion and risk aversion
- Finitely additive conditional probabilities, conglomerability and disintegrations
- On using random relations to generate upper and lower probabilities
- Non-additive measure and integral
- Modeling attitudes towards uncertainty and risk through the use of Choquet integral
- Conditioning (updating) non-additive measures
- Additive representations of non-additive measures and the Choquet integral
- Coherence without additivity.
- Recursive multiple-priors.
- Stochastic independence in a coherent setting
- Conditioning capacities and Choquet integrals: the role of comonotony
- Option implied ambiguity and its information content: evidence from the subprime crisis
- Dynamically consistent preferences under imprecise probabilistic information
- Conditional belief functions as lower envelopes of conditional probabilities in a finite setting
- Models for pessimistic or optimistic decisions under different uncertain scenarios
- Updating ambiguous beliefs
- Revisiting savage in a conditional world
- Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension
- A note on ``Re-examining the law of iterated expectations for Choquet decision makers
- Conditional submodular coherent risk measures
- A view on conditional measures through local representability of binary relations
- From conditional events to conditional measures: a new axiomatic approach
- Updating Choquet beliefs
- Iterated Choquet expectations: a possibility result
- Incomplete preferences on conditional random quantities: representability by conditional previsions
- Risk, Ambiguity, and the Savage Axioms
- On a new axiomatic theory of probability
- Sur la structure des espaces de probabilité conditionnelle
- Subjective Probability and Expected Utility without Additivity
- Bayesian updating and belief functions
- Integral Representation Without Additivity
- Preferences on Gambles Representable by a Choquet Expected Value with Respect to Conditional Belief and Plausibility Functions
- Toward a general theory of conditional beliefs
- Upper and Lower Probabilities Induced by a Multivalued Mapping
- Representation of conditional probability measures on Boolean algebras
- A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid
This page was built for publication: Dutch book rationality conditions for conditional preferences under ambiguity