The best choice problem under ambiguity

DOI10.1007/S00199-012-0715-1MaRDI QIDQ372378zbMATH OpenOpenAlexFDO

Authors Tatjana Chudjakow, Frank Riedel

Publication date 7 October 2013

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://pub.uni-bielefeld.de/record/1943958

zbMATH Keywords

ambiguitybest choice problemsoptimal stoppingsecretary problemuncertainty aversion

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Decision theory (91B06)

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Cites work

• Ambiguity aversion and trade
• Are the treasures of game theory ambiguous?
• Equilibrium Points in a Game Related to the Best Choice Problem
• scientific article; zbMATH DE number 3928135 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• IID: Independently and indistinguishably distributed.
• Irreversible investment and Knightian uncertainty
• Maxmin expected utility with non-unique prior
• Monotone continuous multiple priors
• Optimal Stopping With Multiple Priors
• Rational preferences under ambiguity
• Recursive multiple-priors.
• The Secretary Problem and Its Extensions: A Review
• Who solved the secretary problem? With comments and a rejoinder by the author

Cited in

(12)

• Optimal stopping under ambiguity in continuous time
• Robust best choice problem
• Restrictions and identification in a multidimensional risk-sharing problem
• Aggregate preferred correspondence and the existence of a maximin REE
• Optimal decision under ambiguity for diffusion processes
• Optimal stopping with behaviorally biased agents: the role of loss aversion and changing reference points
• Cobb-Douglas preferences under uncertainty
• Generalized best choice problem based on the information economics approach
• The problem of variable choice
• Hunting for superstars
• Incentivizing hidden types in secretary problem
• On stochastic independence under ambiguity

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