Ambiguous events and maxmin expected utility

DOI10.7916/D8VT2482MaRDI QIDQ2373765zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

ambiguous eventsMaxmin expected utility

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3195782 (Why is no real title available?)
• A Smooth Model of Decision Making under Ambiguity
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• Ambiguity, measurability and multiple priors
• Bases, lacunary sequences and complemented subspaces in the spaces $L_{p}$
• Capacities and probabilistic beliefs: a precarious coexistence
• Differentiating ambiguity and ambiguity attitude
• Infinite dimensional analysis. A hitchhiker's guide
• Maxmin expected utility with non-unique prior
• Monotone continuous multiple priors
• Naturally integrable functions
• On a Theorem of Lyapunov
• Risk, Ambiguity, and the Separation of Utility and Beliefs
• Risk, ambiguity and the Savage axioms
• Subjective Probabilities on Subjectively Unambiguous Events
• Subjective Probability and Expected Utility without Additivity
• Subjective ambiguity, expected utility and Choquet expected utility
• When an event makes a difference

Cited in

(15)

• Maxmin expected utility in Savage's framework
• 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

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