Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret
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Publication:2430002
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Cites work
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- scientific article; zbMATH DE number 3092982 (Why is no real title available?)
- (A,f): Choice with Frames1
- A Definition of Subjective Probability
- Ambiguity made precise: A comparative foundation
- An Axiomatic Model of Non-Bayesian Updating
- An axiomatic foundation for regret theory
- Changing Tastes and Coherent Dynamic Choice
- Choice Functions and Revealed Preference
- Choice under complete uncertainty when outcome spaces are state dependent
- Dynamic choice under ambiguity
- Dynamic consistency and reference points
- Dynamically consistent beliefs must be Bayesian
- Golden Eggs and Hyperbolic Discounting
- Maxmin expected utility with non-unique prior
- Minimax-regret strategies for bargaining over several variables
- Other Solutions to Nash's Bargaining Problem
- Prospect Theory: An Analysis of Decision under Risk
- Rational Selection of Decision Functions
- Rational choice with status quo bias
- Recursive multiple-priors.
- Regret aversion and opportunity dependence
- Revisiting savage in a conditional world
- Self-Control and the Theory of Consumption
- Stationary Ordinal Utility and Impatience
- Stationary cardinal utility and optimal growth under uncertainty
- Stopping with anticipated regret
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Temptation and Self-Control
- The Theory of Statistical Decision
- The equal-loss principle for bargaining problems
- Updating Ambiguity Averse Preferences
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