Probabilistic sophistication and stochastic monotonicity in the savage framework

DOI10.1016/J.MATHSOCSCI.2007.10.002MaRDI QIDQ930010zbMATH OpenOpenAlexFDO

Authors Simon Grant, Hatice Özsoy, Ben Polak

Publication date 19 June 2008

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://cowles.yale.edu/sites/default/files/files/pub/d16/d1621.pdf

zbMATH Keywords

stochastic monotonicitysubjective probabilitysure-thing principleprobabilistic sophisticationcumulative dominance

Mathematics Subject Classification ID

Individual preferences (91B08) Stochastic models in economics (91B70)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• A More Robust Definition of Subjective Probability
• Bayes without Bernoulli: Simple conditions for probabilistically sophisticated choice
• Bayesian beliefs with stochastic monotonicity: an extension of Machina and Schmeidler
• Cumulative dominance and probabilistic sophistication

Cited in

(7)

• Savage's P3 is redundant
• The sure-thing principle
• Probabilistic sophistication and variational preferences
• The sure-thing principle and P2
• Bayesian beliefs with stochastic monotonicity: an extension of Machina and Schmeidler
• Cumulative dominance and probabilistic sophistication
• Event Exchangeability: Probabilistic Sophistication Without Continuity or Monotonicity

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