A note on ``Re-examining the law of iterated expectations for Choquet decision makers

DOI10.1007/S11238-012-9297-4zbMath1273.91174OpenAlexW2234416322MaRDI QIDQ1945664

Pascal Toquebeuf, André Lapied

Publication date: 8 April 2013

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: http://www.tepp-repec.eu/RePEc/files/teppwp/TEPP-WP-12-09-AL-PT.pdf

zbMATH Keywords

updatingcapacitieslaw of iterated expectationsChoquet expected utility theory

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (3)

Asymmetric Choquet random walks and ambiguity aversion or seeking ⋮ Dynamically consistent CEU preferences on \(f\)-convex events ⋮ Dutch book rationality conditions for conditional preferences under ambiguity

Cites Work

• Nest-monotonic two-stage acts and exponential probability capacities
• Re-examining the law of iterated expectations for Choquet decision makers
• The iterative law of expectation and non-adaptive probability measure
• Revealed likelihood and Knightian uncertainty
• Recursive multiple-priors.
• Conditioning capacities and Choquet integrals: the role of comonotony

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