Randomization and dynamic consistency
From MaRDI portal
Publication:315799
DOI10.1007/S00199-015-0913-8zbMATH Open1367.91051OpenAlexW2152123915WikidataQ57920638 ScholiaQ57920638MaRDI QIDQ315799FDOQ315799
Authors: Jürgen Eichberger, D. Kelsey, Simon Grant 
Publication date: 23 September 2016
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-015-0913-8
Recommendations
Cites Work
- Maxmin expected utility with non-unique prior
- Risk, ambiguity and the Savage axioms
- Prospect theory. For risk and ambiguity.
- Subjective Probability and Expected Utility without Additivity
- A Smooth Model of Decision Making under Ambiguity
- Title not available (Why is that?)
- A theory of subjective compound lotteries
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Recursive multiple-priors.
- A Definition of Subjective Probability
- Conditioning and Aggregation of Preferences
- A More Robust Definition of Subjective Probability
- The General Theory of Employment, Interest, and Money
- Ambiguity and Second-Order Belief
- Dynamic choice and nonexpected utility
- On indepedence for non-additive measures, with a Fubini theorem
- Abraham Wald's complete class theorem and Knightian uncertainty
- How do subjects view multiple sources of ambiguity?
- Small worlds: Modeling attitudes toward sources of uncertainty
- Uncertainty aversion and preference for randomisation
- On the smooth ambiguity model: a reply
- A paradox for the ``smooth ambiguity model of preference
- "Preference Reversal" and the Observability of Preferences by Experimental Methods
- CEU preferences and dynamic consistency
- Slanted Subjective Probabilities and Randomization: Reply to Howard Raiffa and K. R. W. Brewer
- Stochastically independent randomization and uncertain aversion
- Ambiguous act equilibria
- Attitudes toward uncertainty and randomization: an experimental study
- Randomization devices and the elicitation of ambiguity-averse preferences
Cited In (16)
- On stochastic independence under ambiguity
- Randomization and ambiguity aversion
- Savage vs. Anscombe-Aumann: an experimental investigation of ambiguity frameworks
- Title not available (Why is that?)
- Special issue on ambiguity and strategic interactions in honor of Jürgen Eichberger
- Randomization Can Be a Healer: Consensus with Dynamic Omission Failures
- Layout Randomization and Nondeterminism
- The \(CEV\) model and its application to financial markets with volatility uncertainty
- Stochastically independent randomization and uncertain aversion
- Dynamic consistency, valuable information and subjective beliefs
- Ambiguity, randomization and the timing of resolution of uncertainty
- Random ambiguity
- Abraham Wald's complete class theorem and Knightian uncertainty
- Subjective expected utility through stochastic independence
- Multiple Randomizations
- Mixed extensions of decision problems under uncertainty
This page was built for publication: Randomization and dynamic consistency
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q315799)
