Equilibrium notions for agents with cumulative prospect theory preferences

DOI10.1287/DECA.2016.0333zbMATH Open1398.91262OpenAlexW2518516864MaRDI QIDQ4692017FDOQ4692017

Authors: Kerim Keskin 

Publication date: 24 October 2018

Published in: Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/deca.2016.0333

Recommendations

• Non-cooperative games with prospect theory players and dominated strategies
• On the geometry of Nash and correlated equilibria with cumulative prospect theoretic preferences
• Learning in games with cumulative prospect theoretic preferences
• Financial market equilibria with cumulative prospect theory
• Cumulative prospect theory preferences in rent-seeking contests

zbMATH Keywords

Nash equilibriumcorrelated equilibriumcumulative prospect theoryloss aversionsubjective probability weightingmixed strategy equilibriumreference dependence

Mathematics Subject Classification ID

Individual preferences (91B08) Noncooperative games (91A10) Utility theory (91B16)

Cites Work

• Title not available (Why is that?)
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Cited In (11)

• Stochastic Superiority Equilibrium in Game Theory
• AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY
• Cumulative prospect theory preferences in rent-seeking contests
• Optimal Off-line Experimentation for Games
• Learning in games with cumulative prospect theoretic preferences
• On the geometry of Nash and correlated equilibria with cumulative prospect theoretic preferences
• Game Theory without Decision-Theoretic Paradoxes
• A stochastic user equilibrium formulation for the cumulative prospect theory-based cross-nested logit
• Non-cooperative games with prospect theory players and dominated strategies
• Financial market equilibria with cumulative prospect theory
• Expectations-based loss aversion in contests

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