Exactly what happens after the Anscombe-Aumann race?

DOI10.1007/S00199-008-0391-3MaRDI QIDQ836877zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

utilitydecision makingprobabilityvaguenesspreferencesbehavioroptimismlottery

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• A Definition of Subjective Probability
• A Representation Theorem for "Preference for Flexibility"
• A Smooth Model of Decision Making under Ambiguity
• Ambiguity Without a State Space
• Attitude toward imprecise information
• Completing the state space with subjective states
• Coping with ignorance: Unforeseen contingencies and non-additive uncertainty
• Differentiating ambiguity and ambiguity attitude
• Inference on Regressions with Interval Data on a Regressor or Outcome
• Maxmin expected utility with non-unique prior
• Preference for Flexibility in a Savage Framework
• Preferences Over Sets of Lotteries1
• Recursive multiple-priors.
• Representing Preferences with a Unique Subjective State Space
• Risk, ambiguity and the Savage axioms
• Understanding the nonadditive probability decision model

Cited in

(12)

• Optimism and firm formation
• Subjective contingencies and limited Bayesian updating
• Expected utility without parsimony
• Ambiguity and the Bayesian paradigm
• Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory
• 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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