Expected utility with uncertain probabilities theory
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Publication:516062
DOI10.1016/J.JMATECO.2016.12.004zbMATH Open1395.91182OpenAlexW3122284405MaRDI QIDQ516062FDOQ516062
Authors: Yehuda Izhakian 
Publication date: 20 March 2017
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2016.12.004
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Cited In (24)
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Belief hedges: Measuring ambiguity for all events and all models
- A theoretical foundation of ambiguity measurement
- Adaptive preferences: an evolutionary model of non-expected utility and ambiguity aversion
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity
- A family of measures of uncertainty involving utilities: Definition, properties, applications and statistical inferences
- Elicitation of a Utility from Uncertainty Equivalent Without Standard Gambles
- A dual approach to ambiguity aversion
- The descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity
- Rational behavior with payoff uncertainty
- Exactly what happens after the Anscombe-Aumann race?
- A powerful tool for analyzing concave/convex utility and weighting functions
- The reasoning-based expected utility procedure
- Expected utility operators and possibilistic risk aversion
- An additive model of decision making under risk and ambiguity
- On the General Deviation Measure and the Gini coefficient
- Comment on ``A theoretical foundation of ambiguity measurement
- Projective expected utility
- Title not available (Why is that?)
- Expected utility within a generalized concept of probability -- a comprehensive framework for decision making under ambiguity
- On subjective expected value under ambiguity
- Expected utility with perturbed lotteries
- Decision-making with partial information
- A General Theory of Subjective Probabilities and Expected Utilities
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