Transitive regret over statistically independent lotteries

DOI10.1016/J.JET.2014.05.001MaRDI QIDQ403736zbMATH OpenOpenAlexFDO

Authors Sushil Bikhchandani, Uzi Segal

Publication date 29 August 2014

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://escholarship.org/uc/item/9338t88h

zbMATH Keywords

transitivitynon-expected utilityregret

Mathematics Subject Classification ID

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

Recommendations

• Transitive regret
• Some implications of a more general form of regret theory
• Stochastic Dominance in Regret Theory
• Regret theory: a new foundation
• Regret theory with general choice sets

Cites work

• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• "Expected Utility" Analysis without the Independence Axiom
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
• Axiomatic utility theories with the betweenness property
• Constant risk aversion
• Mixture Symmetry and Quadratic Utility
• Regret in Decision Making under Uncertainty
• Transitive measurable utility
• Transitive regret

Cited in

(7)

• Anticipating Regret: Why Fewer Options May Be Better
• Ranking blame
• Some implications of a more general form of regret theory
• A model of regret, investor behavior, and market turbulence
• Regret theory, Allais' paradox, and Savage's omelet
• Transitive regret
• Multiattribute regret: theory and experimental study

This page was built for publication: Transitive regret over statistically independent lotteries

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q403736)