Pages that link to "Item:Q1122462"
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The following pages link to Maxmin expected utility with non-unique prior (Q1122462):
Displaying 50 items.
- Cournot competition under uncertainty: conservative and optimistic equilibria (Q2351845) (← links)
- A Bayesian model of Knightian uncertainty (Q2353253) (← links)
- An axiomatization of Choquet expected utility with cominimum independence (Q2353261) (← links)
- Aggregating infinitely many probability measures (Q2353584) (← links)
- How do subjects view multiple sources of ambiguity? (Q2353588) (← links)
- Kuznetsov independence for interval-valued expectations and sets of probability distributions: properties and algorithms (Q2353979) (← links)
- Monetary equilibria and Knightian uncertainty (Q2354540) (← links)
- Continuous-time portfolio selection under ambiguity (Q2356557) (← links)
- Flexible contracts (Q2357815) (← links)
- A simple framework for the axiomatization of exponential and quasi-hyperbolic discounting (Q2362182) (← links)
- Purely subjective variational preferences (Q2363425) (← links)
- Understanding the nonadditive probability decision model (Q2365066) (← links)
- Subjective probabilities on ``small'' domains (Q2370501) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Ambiguous events and maxmin expected utility (Q2373765) (← links)
- On the implications of integrating linear tracing procedure with imprecise probabilities (Q2374516) (← links)
- A representation of decision by analogy (Q2384441) (← links)
- Updating Choquet beliefs (Q2384447) (← links)
- When curiosity kills the profits: an experimental examination (Q2389308) (← links)
- Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (Q2391929) (← links)
- Min- and Max-induced rankings: an experimental study (Q2391965) (← links)
- Fair management of social risk (Q2397654) (← links)
- A dual approach to ambiguity aversion (Q2399682) (← links)
- Ordering ambiguous acts (Q2402064) (← links)
- Equilibrium prices and trade under ambiguous volatility (Q2403447) (← links)
- Subjective mean-variance preferences without expected utility (Q2406934) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- A quantum-like model of selection behavior (Q2409684) (← links)
- The Ellsberg paradox: a challenge to quantum decision theory? (Q2409687) (← links)
- Dynamic risk measures for processes via backward stochastic differential equations (Q2415962) (← links)
- Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
- A powerful tool for analyzing concave/convex utility and weighting functions (Q2415986) (← links)
- Testing constant absolute and relative ambiguity aversion (Q2415993) (← links)
- Directed attention and nonparametric learning (Q2416002) (← links)
- Revealed preferences under uncertainty: incomplete preferences and preferences for randomization (Q2416006) (← links)
- Ambiguity attitudes and self-confirming equilibrium in sequential games (Q2416629) (← links)
- On endogenous formation of price expectations (Q2416662) (← links)
- Binary classification SVM-based algorithms with interval-valued training data using triangular and Epanechnikov kernels (Q2418195) (← links)
- Public goods with ambiguity in large economies (Q2419596) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- Share repurchases and short sales under ambiguity (Q2421463) (← links)
- Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps (Q2423668) (← links)
- Ambiguity and endogenous discounting (Q2425190) (← links)
- Competitive insurance market in the presence of ambiguity (Q2427809) (← links)
- On the multi-utility representation of preference relations (Q2427856) (← links)
- Zhou's aggregation theorems with multiple welfare weights (Q2427867) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- Decision theory with prospect interference and entanglement (Q2429998) (← links)
- Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret (Q2430002) (← links)
- Unambiguous events and dynamic Choquet preferences (Q2431095) (← links)
