Stochastic expected utility theory
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Recommendations
- Stochastic utility theorem
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Cites work
- "Expected Utility" Analysis without the Independence Axiom
- A microeconometric test of alternative stochastic theories of risky choice
- A test of generalized expected utility theory
- Advances in prospect theory: cumulative representation of uncertainty
- An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
- Curvature of the Probability Weighting Function
- Does repetition improve consistency?
- Generalized expected utility, heteroscedastic error, and path dependence in risky choice
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Probabilistic choice and stochastic dominance
- Prospect Theory: An Analysis of Decision under Risk
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Stochastic choice with deterministic preferences:
- Stochastic expected utility theory
- Tests of the betweenness property of expected utility
- The Predictive Utility of Generalized Expected Utility Theories
- Violations of betweenness or random errors?
- Violations of the betweenness axiom and nonlinearity in probability
- Violations of the independence axiom in common ratio problems: An experimental test of some competing hypotheses
- Which error story is best?
- Why we should not be silent about noise
Cited in
(32)- The beta stochastic utility (\(\beta\)-SU)
- Expected utility theory and inner and outer measures of loss aversion
- Stability of risk preferences and the reflection effect of prospect theory
- Stronger utility
- Noise and bias in eliciting preferences
- A parametric analysis of prospect theory's functionals for the general population
- Cardinal versus ordinal criteria in choice under risk with disconnected utility ranges
- Stochastic utility theorem
- Mixture models of choice under risk
- A model of discrete choice based on reinforcement learning under short-term memory
- A microeconometric test of alternative stochastic theories of risky choice
- Expected utility theory with probability grids and preference formation
- Stochastic expected utility theory
- Probabilistic choice and stochastic dominance
- A second-generation disappointment aversion theory of decision making under risk
- Preference reversals and probabilistic decisions
- Rational expectation of mistakes and a measure of error-proneness
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
- Predictive decision making under risk and uncertainty: a support vector machines model
- Stochastic choice and the allocation of cognitive effort
- Competence effects for choices involving gains and losses
- Loss aversion
- Network traffic flow evolution model based on disequilibrium theory
- Why we should not be silent about noise
- A general model of binary opinions updating
- Probability weighting and L-moments
- Which decision theory?
- Probabilistic risk aversion with an arbitrary outcome set
- Behavior in the centipede game: a decision-theoretical perspective
- The Predictive Utility of Generalized Expected Utility Theories
- One-reason decision-making: modeling violations of expected utility theory
- Strength of preference over complementary pairs axiomatizes alpha-MEU preferences
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