Dynamically consistent CEU preferences on f-convex events

DOI10.1016/J.MATHSOCSCI.2012.03.001MaRDI QIDQ433819zbMATH OpenOpenAlexFDO

Authors André Lapied, Pascal Toquebeuf

Publication date 6 July 2012

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mathsocsci.2012.03.001

Mathematics Subject Classification ID

Utility theory (91B16)

Recommendations

• CEU preferences and dynamic consistency
• Conditional preferences and updating.
• Updating Ambiguity Averse Preferences
• Consequentialism and dynamic consistency in updating ambiguous beliefs
• Dynamic consistency for non-expected utility preferences

Cites work

• A note on ``Re-examining the law of iterated expectations for Choquet decision makers
• CEU preferences and dynamic consistency
• Conditioning capacities and Choquet integrals: the role of comonotony
• Continuous subjective expected utility with non-additive probabilities
• Dynamic choice and nonexpected utility
• Dynamically consistent beliefs must be Bayesian
• Expected utility with purely subjective non-additive probabilities
• Families of update rules for non-additive measures: applications in pricing risks.
• Nest-monotonic two-stage acts and exponential probability capacities
• Re-examining the law of iterated expectations for Choquet decision makers
• Recursive multiple-priors.
• Revealed likelihood and Knightian uncertainty
• Revisiting savage in a conditional world
• Subjective Probability and Expected Utility without Additivity
• Unambiguous events and dynamic Choquet preferences
• Uncertainty Aversion and Dynamic Consistency
• Updating Ambiguity Averse Preferences
• Updating Choquet beliefs
• Updating ambiguous beliefs

Cited in

(1)

• Iterated Choquet expectations: a possibility result

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