Randomization and dynamic consistency

DOI10.1007/s00199-015-0913-8zbMath1367.91051OpenAlexW2152123915WikidataQ57920638 ScholiaQ57920638MaRDI QIDQ315799

David Kelsey, Jürgen Eichberger, 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

zbMATH Keywords

ambiguitydynamic consistencyex ante and ex post randomizationsmooth ambiguity

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Individual preferences (91B08)

Related Items (8)

On stochastic independence under ambiguity ⋮ Dynamic consistency, valuable information and subjective beliefs ⋮ Special issue on ambiguity and strategic interactions in honor of Jürgen Eichberger ⋮ Savage vs. Anscombe-Aumann: an experimental investigation of ambiguity frameworks ⋮ Subjective expected utility through stochastic independence ⋮ Mixed extensions of decision problems under uncertainty ⋮ Abraham Wald's complete class theorem and Knightian uncertainty ⋮ The \(CEV\) model and its application to financial markets with volatility uncertainty

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