Recursive multiple-priors.
From MaRDI portal
Recommendations
Cites work
- A Definition of Subjective Probability
- A Subjective Spin on Roulette Wheels
- A two-person dynamic equilibrium under ambiguity
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Conditional preferences and updating.
- Dynamic choice and nonexpected utility
- scientific article; zbMATH DE number 19679 (Why is no real title available?)
- scientific article; zbMATH DE number 1790588 (Why is no real title available?)
- scientific article; zbMATH DE number 3395596 (Why is no real title available?)
- scientific article; zbMATH DE number 3400636 (Why is no real title available?)
- Intertemporal Asset Pricing under Knightian Uncertainty
- Intertemporal substitution, risk aversion and ambiguity aversion
- Maxmin expected utility over Savage acts with a set of priors
- Maxmin expected utility with non-unique prior
- Merging of Opinions with Increasing Information
- On the measurement of inequality under uncertainty
- Recursive utility and preferences for information
- Risk, ambiguity and the Savage axioms
- Robust Permanent Income and Pricing
- Stationary cardinal utility and optimal growth under uncertainty
- Subjective Probability and Expected Utility without Additivity
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Updating ambiguous beliefs
Cited in
(only showing first 100 items - show all)- Interim efficient allocations under uncertainty
- Recursive smooth ambiguity preferences
- Stopping with anticipated regret
- A model of minimal probabilistic belief revision
- On attitude polarization under Bayesian learning with non-additive beliefs
- Learning from ambiguous urns
- ``Agreeing to disagree type results: a decision-theoretic approach.
- IID: Independently and indistinguishably distributed.
- Ambiguous partially observable Markov decision processes: structural results and applications
- Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations
- Dynamically consistent preferences under imprecise probabilistic information
- On ambiguity apportionment
- Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test
- Foundations for optimal inattention
- Uncertain discount and hyperbolic preferences
- Asset prices in an ambiguous economy
- Backward nonlinear expectation equations
- Conditional expected utility
- The K-armed bandit problem with multiple priors
- Dynamic market participation and endogenous information aggregation
- Ambiguous persuasion
- Ambiguity aversion and model misspecification: an economic perspective
- On dynamic consistency in ambiguous games
- An infinite-horizon model of nonmonotone utility smoothing
- Recursiveness of indifference prices and translation-invariant preferences
- Investment under ambiguity with the best and worst in mind
- Intertemporal utility smoothing under uncertainty
- A note on ``Re-examining the law of iterated expectations for Choquet decision makers
- Interim efficiency with MEU-preferences
- Biased Bayesian learning with an application to the risk-free rate puzzle
- Evaluating ambiguous random variables from Choquet to maxmin expected utility
- Macroeconomic uncertainty prices when beliefs are tenuous
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
- Dynamic decision making under ambiguity: an experimental investigation
- Stochastic dynamic utilities and intertemporal preferences
- Learning under ambiguity: an experiment in gradual information processing
- Distributionally robust optimal control and MDP modeling
- The multiple priors of the open-minded decision maker
- Structured ambiguity and model misspecification
- Learning (to disagree?) in large worlds
- Speculative trade under ambiguity
- Robust pricing under strategic trading
- New formulations of ambiguous volatility with an application to optimal dynamic contracting
- Implications of uncertainty for optimal policies
- Updating confidence in beliefs
- Estimating robustness
- Ambiguity under growing awareness
- Testing exchangeability: fork-convexity, supermartingales and e-processes
- Dynamic contracting for innovation under ambiguity
- Introduction to the special issue in honor of Larry Epstein
- Dynamically consistent objective and subjective rationality
- Objective rationality and recursive multiple priors
- Toward theoretical understandings of robust Markov decision processes: sample complexity and asymptotics
- Objective rationality foundations for (dynamic) \(\alpha\)-MEU
- Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables
- Static and dynamic quantile preferences
- Robust experimentation in the continuous time bandit problem
- Dynamic semi-consistency
- Asset trading under non-classical ambiguity and heterogeneous beliefs
- A central limit theorem for sets of probability measures
- Dynamic consistency and ambiguity: a reappraisal
- (Not) delegating decisions to experts: the effect of uncertainty
- Aggregation of opinions and risk measures
- Sequential auctions with ambiguity
- An intertemporal model of growing awareness
- Markov decision processes with recursive risk measures
- Quantifying ambiguity bounds via time-consistent sets of indistinguishable models
- Imperfect recall and time inconsistencies: an experimental test of the absentminded driver ``paradox
- Decision making in phantom spaces
- Portfolio inertia and epsilon-contaminations
- Dutch book rationality conditions for conditional preferences under ambiguity
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
- Twisted probabilities, uncertainty, and prices
- Consequentialism and dynamic consistency in updating ambiguous beliefs
- Updating pricing rules
- An active-set strategy to solve Markov decision processes with good-deal risk measure
- Learning from ambiguous and misspecified models
- A note on Kuhn's theorem with ambiguity averse players
- Informativeness of experiments for MEU -- a recursive definition
- How do subjects view multiple sources of ambiguity?
- Information processing under imprecise risk with an insurance demand illustration
- Updating Choquet beliefs
- Optimal decision under ambiguity for diffusion processes
- On representations of the set of supermartingale measures and applications in discrete time
- Hedging under generalized good-deal bounds and model uncertainty
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
- Public goods with ambiguity in large economies
- Ambiguity and endogenous discounting
- Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret
- Preference for flexibility and dynamic consistency
- Ambiguous volatility, possibility and utility in continuous time
- Dynamically stable preferences
- Intertemporal equilibria with Knightian uncertainty
- Recursive robust estimation and control without commitment
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach
- Mutual absolute continuity of multiple priors
- Coherent multiperiod risk adjusted values and Bellman's principle
- Ambiguity aversion, games against nature, and dynamic consistency
- Coherent and convex monetary risk measures for bounded càdlàg processes
This page was built for publication: Recursive multiple-priors.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1420874)