Random ambiguity

DOI10.3982/TE3810MaRDI QIDQ5164466zbMATH OpenOpenAlexFDO

Authors Jay W. Lu

Publication date 11 November 2021

Published in Theoretical Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/te3810

zbMATH Keywords

ambiguityrandom utilitystochastic choiceupdating

Mathematics Subject Classification ID

Decision theory (91B06)

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• Randomization and ambiguity aversion
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Cited in

(10)

• Asymmetric Choquet random walks and ambiguity aversion or seeking
• A lot of ambiguity
• Randomization and dynamic consistency
• Randomization and ambiguity aversion
• Stochastically independent randomization and uncertain aversion
• Purely subjective revealed ambiguity
• Random quasi-linear utility
• Random dual expected utility
• Correlated choice
• Ambiguity, randomization and the timing of resolution of uncertainty

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