Maxmin expected utility with additivity on unambiguous events

DOI10.1016/J.JMATECO.2013.02.004MaRDI QIDQ386066zbMATH OpenOpenAlexFDO

Authors Xiangyu Qu

Publication date 13 December 2013

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2013.02.004

zbMATH Keywords

ambiguitymaxmin expected utilityunambiguous events

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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Cites work

• A Definition of Subjective Probability
• A Definition of Uncertainty Aversion
• A More Robust Definition of Subjective Probability
• A Simple Axiomatization of Nonadditive Expected Utility
• A Subjective Spin on Roulette Wheels
• Ambiguity made precise: A comparative foundation
• Ambiguous events and maxmin expected utility
• Capacities and probabilistic beliefs: a precarious coexistence
• Differentiating ambiguity and ambiguity attitude
• scientific article; zbMATH DE number 3434895 (Why is no real title available?)
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• Maxmin expected utility over Savage acts with a set of priors
• Maxmin expected utility with non-unique prior
• Probabilistic Sophistication and Multiple Priors
• Risk, ambiguity and the Savage axioms
• Small worlds: Modeling attitudes toward sources of uncertainty
• Subjective ambiguity, expected utility and Choquet expected utility
• Subjective probabilities on ``small domains
• Subjective Probabilities on Subjectively Unambiguous Events
• Subjective Probability and Expected Utility without Additivity

Cited in

(9)

• The axioms and algebra of ambiguity
• Differentiating ambiguity and ambiguity attitude
• Second-order ambiguous beliefs
• Eliciting ambiguous beliefs using constructed ambiguous acts: alpha-maxmin
• Ambiguous events and maxmin expected utility
• Subjective Probabilities on Subjectively Unambiguous Events
• G-expected utility maximization with ambiguous equicorrelation
• Risk, Ambiguity, and the Separation of Utility and Beliefs
• Purely subjective extended Bayesian models with Knightian unambiguity

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