Generalized neo-additive capacities and updating

DOI10.1111/J.1742-7363.2012.00189.XMaRDI QIDQ4583385zbMATH OpenOpenAlexFDO

Authors Jürgen Eichberger, Jean-Philippe Lefort, Simon Grant

Publication date 28 August 2018

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

Full work available at URL https://basepub.dauphine.fr/handle/123456789/7332

zbMATH Keywords

ambiguitydynamic consistencyupdatingChoquet expected utilityconsequentialism

Mathematics Subject Classification ID

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

Recommendations

• Reexamination on updating Choquet beliefs
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Cited in

(20)

• Dynamic decision making under ambiguity: an experimental investigation
• Special issue on ambiguity and strategic interactions in honor of Jürgen Eichberger
• Reexamination on updating Choquet beliefs
• Pessimism and optimism towards new discoveries
• Put-call parity and generalized neo-additive pricing rules
• \(\mathcal G\)-continuity, impatience and myopia for Choquet multi-period utilities
• Comparing three ways to update Choquet beliefs
• Ambiguity, optimism, and pessimism in adverse selection models
• Updating Choquet beliefs
• Nearly-linear uncertainty measures
• Choice under uncertainty with the best and worst in mind: Neo-additive capacities
• Belief hedges: Measuring ambiguity for all events and all models
• A characterization of neo-additive measures
• Piecewise additivity for non-expected utility
• The emergence of ``fifty-fifty probability judgments through Bayesian updating under ambiguity
• Piecewise linear rank-dependent utility
• Foundations of neo-Bayesian statistics
• Choquet expected utility with affine capacities
• Regular updating
• Inference with nearly-linear uncertainty models

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