Pages that link to "Item:Q1122462"
From MaRDI portal
The following pages link to Maxmin expected utility with non-unique prior (Q1122462):
Displaying 50 items.
- Stochastic dominance with imprecise information (Q1621368) (← links)
- Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility (Q1622382) (← links)
- Ambiguous partially observable Markov decision processes: structural results and applications (Q1622437) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- Robust trading mechanisms over 0/1 polytopes (Q1631642) (← links)
- Dynamically consistent preferences under imprecise probabilistic information (Q1633667) (← links)
- Belief consistency and invariant risk preferences (Q1633671) (← links)
- Anticipated stochastic choice (Q1640580) (← links)
- Uncertainty and binary stochastic choice (Q1640584) (← links)
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Expected utility without parsimony (Q1642153) (← links)
- On optimal stopping and free boundary problems under ambiguity (Q1643751) (← links)
- Concepts for decision making under severe uncertainty with partial ordinal and partial cardinal preferences (Q1644900) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- On ambiguity apportionment (Q1654099) (← links)
- Three types of robust Ramsey problems in a linear-quadratic framework (Q1655636) (← links)
- Continuous-time smooth ambiguity preferences (Q1657303) (← links)
- The Asian financial crisis and international reserve accumulation: a robust control approach (Q1657327) (← links)
- Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439) (← links)
- Robustness of stable volatility strategies (Q1657466) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
- Identities for maximum, minimum, and maxmin random utility models (Q1673459) (← links)
- Regret theory: a new foundation (Q1676457) (← links)
- The pricing effects of ambiguous private information (Q1678745) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Endogenous ambiguity in cheap talk (Q1693178) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Risk analysis and decision theory: a bridge (Q1694348) (← links)
- Equilibria with vector-valued utilities and preference information. The analysis of a mixed duopoly (Q1698970) (← links)
- A multiattribute decision time theory (Q1698972) (← links)
- Safe probability (Q1698993) (← links)
- Robust return risk measures (Q1702877) (← links)
- Symmetry axioms and perceived ambiguity (Q1702878) (← links)
- Asset prices in an ambiguous economy (Q1702879) (← links)
- Probabilistic opinion pooling with imprecise probabilities (Q1702976) (← links)
- Robust auction design under multiple priors by linear and integer programming (Q1703555) (← links)
- Conditional expected utility (Q1706787) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- A stochastic differential game of transboundary pollution under Knightian uncertainty of stock dynamics (Q1720525) (← links)
- The distributionally robust optimization reformulation for stochastic complementarity problems (Q1724184) (← links)
- Project net present value estimation under uncertainty (Q1725833) (← links)
- Models for pessimistic or optimistic decisions under different uncertain scenarios (Q1726358) (← links)
- Ambiguous games without a state space and full rationality (Q1726401) (← links)
- An infinite dimensional purification principle without saturation (Q1728020) (← links)
- Robust bilateral trade with discrete types (Q1731822) (← links)
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity (Q1735818) (← links)
- Expected Scott-Suppes utility representation (Q1736005) (← links)
