Exactly what happens after the Anscombe-Aumann race?

DOI10.1007/S00199-008-0391-3zbMATH Open1185.91072OpenAlexW1499905567MaRDI QIDQ836877FDOQ836877

Authors: Marie-Louise Vierø 

Publication date: 9 September 2009

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-008-0391-3

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zbMATH Keywords

utilitydecision makingprobabilityvaguenesspreferencesbehavioroptimismlottery

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Optimal stochastic control (93E20)

Cites Work

• Maxmin expected utility with non-unique prior
• Risk, ambiguity and the Savage axioms
• A Smooth Model of Decision Making under Ambiguity
• Title not available (Why is that?)
• Recursive multiple-priors.
• Differentiating ambiguity and ambiguity attitude
• A Definition of Subjective Probability
• A Representation Theorem for "Preference for Flexibility"
• Representing Preferences with a Unique Subjective State Space
• Inference on Regressions with Interval Data on a Regressor or Outcome
• Preference for Flexibility in a Savage Framework
• Attitude toward imprecise information
• Preferences Over Sets of Lotteries1
• Ambiguity Without a State Space
• Coping with ignorance: Unforeseen contingencies and non-additive uncertainty
• Understanding the nonadditive probability decision model
• Completing the state space with subjective states

Cited In (12)

• Optimism and firm formation
• Subjective contingencies and limited Bayesian updating
• Expected utility without parsimony
• Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory
• Ambiguity and the Bayesian paradigm
• Ignorance and competence in choices under uncertainty
• Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory
• Strength of preference over complementary pairs axiomatizes alpha-MEU preferences
• Preferences and information processing under vague information
• Beyond uncertainty aversion
• Lexicographic expected utility with a subjective state space
• Worst-case expected utility

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