Ambiguous events and maxmin expected utility

DOI10.7916/D8VT2482zbMATH Open1156.91342OpenAlexW2109955669MaRDI QIDQ2373765FDOQ2373765

Authors: Massimiliano Amarante, Emel Filiz 

Publication date: 16 July 2007

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2005.12.009

Recommendations

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zbMATH Keywords

ambiguous eventsMaxmin expected utility

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Maxmin expected utility with non-unique prior
• Risk, ambiguity and the Savage axioms
• Subjective Probability and Expected Utility without Additivity
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• A Smooth Model of Decision Making under Ambiguity
• Title not available (Why is that?)
• Differentiating ambiguity and ambiguity attitude
• Infinite dimensional analysis. A hitchhiker's guide
• Bases, lacunary sequences and complemented subspaces in the spaces $L_{p}$
• On a Theorem of Lyapunov
• Capacities and probabilistic beliefs: a precarious coexistence
• Subjective ambiguity, expected utility and Choquet expected utility
• Monotone continuous multiple priors
• Subjective Probabilities on Subjectively Unambiguous Events
• Risk, Ambiguity, and the Separation of Utility and Beliefs
• Naturally integrable functions
• Ambiguity, measurability and multiple priors
• When an event makes a difference

Cited In (15)

• Choquet operators and belief functions
• Rational preferences under ambiguity
• A dynamic Ellsberg urn experiment
• Ambiguity and the Bayesian paradigm
• Dynamic consistency, valuable information and subjective beliefs
• Ambiguity under growing awareness
• Purely subjective extended Bayesian models with Knightian unambiguity
• Unambiguous events and dynamic Choquet preferences
• Ambiguity, measurability and multiple priors
• The axioms and algebra of ambiguity
• Conditional expected utility
• Ambiguity aversion and trade
• Definitions of ambiguous events and the smooth ambiguity model
• Maxmin expected utility with additivity on unambiguous events
• Maxmin expected utility in Savage's framework

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