Decisions under risk and uncertainty: A survey of recent developments
From MaRDI portal
Publication:4007116
DOI10.1007/BF01417213zbMath0749.90003OpenAlexW1978776102MaRDI QIDQ4007116
Peter Kischka, Clemens D. Puppe
Publication date: 27 September 1992
Published in: [https://portal.mardi4nfdi.de/entity/Q3199221 ZOR Zeitschrift f� Operations Research Methods and Models of Operations Research] (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01417213
Decision theory (91B06) Utility theory (91B16) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items (2)
Modeling attitudes towards uncertainty and risk through the use of Choquet integral ⋮ Recent developments in modeling preferences: Uncertainty and ambiguity
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Subjectively weighted linear utility
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
- First order versus second order risk aversion
- Under stochastic dominance Choquet-expected utility and anticipated utility are identical
- SSB utility theory and decision-making under uncertainty
- A new model for decisions under uncertainty
- Anticipated utility: A measure representation approach
- Axiomatic utility theories with the betweenness property
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Recent developments in modelling preferences under risk
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Expected utility with purely subjective non-additive probabilities
- A nonlinear, nontransitive and additive-probability model for decisions under uncertainty
- Some implications of a more general form of regret theory
- Consequentialist foundations for expected utility
- Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
- A correspondence theorem between expected utility and smooth utility
- Nontransitive measurable utility
- Preference functionals with prize-dependent distortion of probabilities
- A unifying approach to axiomatic non-expected utility theories
- Comparative statics and non-expected utility preferences
- Subjective expected utility with non-additive probabilities on finite state spaces
- Theory of capacities
- Risk, Ambiguity, and the Savage Axioms
- Two-Stage Lotteries without the Reduction Axiom
- A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
- "Making Book Against Oneself," The Independence Axiom, and Nonlinear Utility Theory
- Asset Demand Without the Independence Axiom
- Subjective Probability and Expected Utility without Additivity
- Dynamic Consistency, Revelations in Auctions and the Structure of Preferences
- The Structure of Preferences and Attitudess towards the Timing of the Resolution of Uncertainty
- "Expected Utility" Analysis without the Independence Axiom
- Regret in Decision Making under Uncertainty
- Prospect Theory: An Analysis of Decision under Risk
- The Dual Theory of Choice under Risk
- A Definition of Subjective Probability
- Utility Theory without the Completeness Axiom
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
This page was built for publication: Decisions under risk and uncertainty: A survey of recent developments