Ambiguity aversion, games against nature, and dynamic consistency

DOI10.1016/J.GEB.2007.01.010zbMATH Open1135.91331OpenAlexW2053960330MaRDI QIDQ2483119FDOQ2483119

James Peck, Emre Ozdenoren

Publication date: 28 April 2008

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geb.2007.01.010

zbMATH Keywords

ambiguity aversionuncertainty aversiondynamic consistencyEllsbergmalevolent nature

Mathematics Subject Classification ID

Decision theory for games (91A35)

Cites Work

• Risk, ambiguity and the Savage axioms
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• Recursive multiple-priors.
• Dynamic variational preferences
• Dynamic choice under ambiguity
• Dynamically consistent beliefs must be Bayesian

Cited In (10)

• Robust probability updating
• Game-theoretic modeling of players' ambiguities on external factors
• A dynamic Ellsberg urn experiment
• Imperfect public monitoring with a fear of signal distortion
• Robustness and Ambiguity Aversion in General Equilibrium *
• Dynamic variational preferences
• Ambiguity and the Bayesian Paradigm
• Dynamic decision making under ambiguity: an experimental investigation
• Ambiguity and informativeness of (non-)trading
• The iterated hawk-dove game revisited: the effect of ownership uncertainty on bourgeois as a pure convention

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