A note on recursive multiple-priors

DOI10.1016/J.JET.2005.10.008zbMATH Open1186.91143OpenAlexW2116749984MaRDI QIDQ996397FDOQ996397

Katsutoshi Wakai

Publication date: 14 September 2007

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

Full work available at URL: https://doi.org/10.1016/j.jet.2005.10.008

zbMATH Keywords

uncertainty aversionmultiple priorsdynamic consistencyconditional preferencerecursive multiple-priors

Mathematics Subject Classification ID

Economic time series analysis (91B84) Utility theory (91B16) Sensitivity (robustness) (93B35) Economic growth models (91B62)

Cites Work

• Maxmin expected utility with non-unique prior
• Recursive multiple-priors.

Cited In (3)

• Dynamic variational preferences
• <tex>$alpha$</tex>-Parallel Prior and its Properties
• Intertemporal utility smoothing under uncertainty

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