Equilibrium notions for agents with cumulative prospect theory preferences
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Publication:4692017
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Cites work
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- A generalization of Brouwer's fixed point theorem
- A model of reference-dependent preferences
- Advances in prospect theory: cumulative representation of uncertainty
- Alternating offers bargaining with loss aversion
- Commitment games
- Curvature of the Probability Weighting Function
- Evolutionary stability of prospect theory preferences
- Existence and dynamic consistency of Nash equilibrium with non-expected utility preferences
- Games with randomly disturbed payoffs: a new rationale for mixed-strategy equilibrium points
- Games with unique, mixed strategy equilibria: An experimental study
- Inverse S-shaped probability weighting functions in first-price sealed-bid auctions
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Loss aversion and bargaining
- Loss aversion equilibrium
- Multi-dimensional reference-dependent preferences in sealed-bid auctions -- how (most) laboratory experiments differ from the field
- Non-cooperative games
- Observable Contracts: Strategic Delegation and Cooperation
- On games under expected utility with rank dependent probabilities
- Parameter-Free Elicitation of Utility and Probability Weighting Functions
- Prospect Theory: An Analysis of Decision under Risk
- Prospect theory. For risk and ambiguity.
- Pure-strategy equilibria with non-expected utility players
- Quantal response equilibrium and overbidding in private-value auctions
- Risk Attitudes and Decision Weights
- Risk averse behavior in generalized matching pennies games.
- Risk, ambiguity and the Savage axioms
- Sequences of Games with Varying Opponents
- Strategic choice of preferences: the persona model
- Subjective Probability and Expected Utility without Additivity
- Subjectivity and correlation in randomized strategies
- The Probability Weighting Function
- Violations of the betweenness axiom and nonlinearity in probability
Cited in
(11)- A stochastic user equilibrium formulation for the cumulative prospect theory-based cross-nested logit
- Financial market equilibria with cumulative prospect theory
- Learning in games with cumulative prospect theoretic preferences
- AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY
- Stochastic Superiority Equilibrium in Game Theory
- Expectations-based loss aversion in contests
- On the geometry of Nash and correlated equilibria with cumulative prospect theoretic preferences
- Game Theory without Decision-Theoretic Paradoxes
- Non-cooperative games with prospect theory players and dominated strategies
- Cumulative prospect theory preferences in rent-seeking contests
- Optimal Off-line Experimentation for Games
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