The Predictive Utility of Generalized Expected Utility Theories
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- scientific article; zbMATH DE number 952989
- Stochastic expected utility theory
Cited in
(only showing first 100 items - show all)- Probability weighting and the `level' and `spacing' of outcomes: an experimental study over losses
- Changing the probability versus changing the reward
- Investigation of stochastic preference theory using experimental data
- A measurement of the certainty effect
- More mixed results on boundary effects
- Experience-weighted attraction learning in coordination games: Probability rules, heterogeneity, and time-variation
- An application of Selten's measure of predictive success
- Intransitive cycles: Rational choice or random error? An answer based on estimation of error rates with experimental data
- Violations of the betweenness axiom and nonlinearity in probability
- The variable frame theory of focal points: An experimental study
- Coherence without additivity.
- Reformulating decision theory using fuzzy set theory and Shafer's theory of evidence.
- Measure and integral with purely ordinal scales.
- Is ``generic utility theory a suitable theory of choice behavior for gambles with mixed gains and losses?
- Testing theories of choice under risk: Estimation of individual functionals
- A critical note on salience theory of choice under risk
- (Sub) optimality and (non) optimal satisficing in risky decision experiments
- Foresight, risk attitude, and utility maximization in naturalistic sequential high-stakes decision making
- Reassessing the testing of generic utility models for mixed gambles
- Violations of betweenness or random errors?
- Rejecting small gambles under expected utility
- Reanalysis of the Chechile-Cooke experiment: Correcting for mismatched gambles
- Generalized expected utility, heteroscedastic error, and path dependence in risky choice
- The certainty effect and boundary effects with transformed probabilities
- Market failure in light of non-expected utility
- Stronger utility
- A resolution of St. Petersburg paradox
- Comparing theories of one-shot play out of treatment
- Indistinguishability of small probabilities, subproportionality, and the common ratio effect
- Non-equilibrium play in centipede games
- A survey of decision making and optimization under uncertainty
- Preference reversals: the impact of truth-revealing monetary incentives
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Why do people prefer randomisation? An experimental investigation
- From uniform expected utility to uniform rank-dependent utility: an experimental study
- Economical experiments: Bayesian efficient experimental design
- Min- and Max-induced rankings: an experimental study
- Recasting a biologically motivated computational model within a Fechnerian and random utility framework
- Revealed preferences under uncertainty: incomplete preferences and preferences for randomization
- Cardinal versus ordinal criteria in choice under risk with disconnected utility ranges
- Which decision theory?
- Security and potential level preferences with thresholds
- The effect of the background risk in a simple chance improving decision model
- A Bayesian approach to testing decision making axioms
- Error propagation in the elicitation of utility and probability weighting functions
- Investigating risky choices over losses using experimental data
- Social welfare functions with a reference income
- Psychological expected utility theory and anticipatory feelings
- An optimal information acquisition model for competitive advantage in complex multiperspective environments
- The beta stochastic utility (-SU)
- Re-examining the allais paradox in the unit triangle for anticipated utility theory
- Gambler's fallacy and imperfect best response in legislative bargaining
- Testing Ten Theories
- Is there a plausible theory for decision under risk? A dual calibration critique
- Probabilistic choice and stochastic dominance
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Equal tails: a simple method to elicit utility under violations of expected utility
- Risk behavior for gain, loss, and mixed prospects
- Axiomatizing bounded rationality: the priority heuristic
- Estimating individual and group preference functionals using experimental data
- Relative performance of liability rules: experimental evidence
- Collective Choice May Tell Nothing About Anyone’s Individual Preferences
- On the falsifiability and learnability of decision theories
- From aggregate betting data to individual risk preferences
- Behavior in the centipede game: a decision-theoretical perspective
- Probabilistic risk aversion with an arbitrary outcome set
- On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences.
- Revealing a preference for mixtures: An experimental study of risk
- Consistent probability attitudes
- Loss aversion
- Harmonic choice model
- A contextual range-dependent model for choice under risk
- Hierarchical Bayesian parameter estimation for cumulative prospect theory
- Attitudes to ambiguity in one-shot normal-form games: an experimental study
- Managing anticipation and reference-dependent choice
- The ordinal egalitarian bargaining solution for finite choice sets
- Strict certainty preference in the predictive brain: a new perspective on financial innovations and their role in the real economy
- A second-generation disappointment aversion theory of decision making under risk
- Detecting failures of backward induction: Monitoring information search in sequential bargaining
- The influence of probabilities on the response mode bias in utility elicitation
- Mixture models of choice under risk
- Evaluation of similarity models for expected utility violations
- Modeling viewpoint shifts in probabilistic choice
- Violations of the independence axiom in common ratio problems: An experimental test of some competing hypotheses
- Modelling the stochastic component of behaviour in experiments: Some issues for the interpretation of data
- Why we should not be silent about noise
- Regular quantal response equilibrium
- An empirical investigation of the assumptions of risk-value models
- An experimental comparison of induced and elicited beliefs
- Loss averse behavior
- Choices under ambiguity with familiar and unfamiliar outcomes
- Learning from mistakes: What do inconsistent choices over risk tell us?
- Noise and bias in eliciting preferences
- Stability of risk preferences and the reflection effect of prospect theory
- Learning in the Allais paradox
- Cumulative prospect theory's functional menagerie
- Individual differences in the algebraic structure of preferences
- Axiomatization of stochastic models for choice under uncertainty
- An experimental investigation of violations of transitivity in choice under uncertainty
- Stochastic utility theorem
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