Ambiguity and the Bayesian Paradigm

DOI10.1007/978-3-319-20451-2_21zbMath1384.03081MaRDI QIDQ2971685

Publication date: 7 April 2017

Published in: Readings in Formal Epistemology (Search for Journal in Brave)

Full work available at URL: http://ageconsearch.umn.edu/record/275755

Mathematics Subject Classification ID

62A01: Foundations and philosophical topics in statistics

03B48: Probability and inductive logic

60A05: Axioms; other general questions in probability

03A10: Logic in the philosophy of science

Related Items

Preference Robust Optimization for Choice Functions on the Space of CDFs, The Myopic Property in Decision Models, Equimeasurable Rearrangements with Capacities, A Unified Framework for Bayesian and Non-Bayesian Decision Making and Inference, Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory, Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting, Dynamic bid-ask pricing under Dempster-Shafer uncertainty, The impact of ambiguity and prudence on prevention decisions, Belief distorted Nash equilibria: introduction of a new kind of equilibrium in dynamic games with distorted information, Optimal insurance under adverse selection and ambiguity aversion, Cobb-Douglas preferences under uncertainty, Ambiguous beliefs and mechanism design, Ignorance and competence in choices under uncertainty, Uncertainty averse preferences, Rational preferences under ambiguity, Aggregation of multiple prior opinions, Reconciling Savage's and Luce's modeling of uncertainty: the best of both worlds, Games with incomplete information and uncertain payoff: from the perspective of uncertainty theory, Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction, Alpha-robust mean-variance reinsurance-investment strategy, Symmetry axioms and perceived ambiguity, The K-armed bandit problem with multiple priors, Robust decision making using a general utility set, Final-offer arbitration with uncertainty averse parties, Direct data-based decision making under uncertainty, Ambiguity aversion and model misspecification: an economic perspective, Ambiguity in asset pricing and portfolio choice: a review of the literature, Intertemporal utility smoothing under uncertainty, Optimal investment under ambiguous technology shocks, Learning under ambiguity: an experiment in gradual information processing, Belief hedges: Measuring ambiguity for all events and all models, Dynamically consistent objective and subjective rationality, Objective rationality and recursive multiple priors, Optimism and pessimism in strategic interactions under ignorance, Biased learning under ambiguous information, Robust portfolio decision analysis: an application to the energy research and development portfolio problem, An interval-valued utility theory for decision making with Dempster-Shafer belief functions, When does ambiguity fade away?, Statistical robustness in utility preference robust optimization models, Quantum structures in human decision-making: towards quantum expected utility, Savage for dummies and experts, Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory, On Hurwicz-Nash equilibria of non-Bayesian games under incomplete information, On subjective expected value under ambiguity, How to make ambiguous strategies, Ambiguous information and dilation: an experiment, Estimating Second Order Probability Beliefs from Subjective Survival Data, Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data, Analogy in Decision Making

Cites Work