Evaluating ambiguous random variables from Choquet to maxmin expected utility
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Publication:1995313
DOI10.1016/j.jet.2020.105129zbMath1458.91085OpenAlexW3112915008MaRDI QIDQ1995313
Wolfgang Pesendorfer, Faruk Gul
Publication date: 23 February 2021
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2020.105129
Related Items (7)
Relative maximum likelihood updating of ambiguous beliefs ⋮ Testing negative value of information and ambiguity aversion ⋮ Choquet expected discounted utility ⋮ Ambiguous information and dilation: an experiment ⋮ Updating confidence in beliefs ⋮ Uncertainty and compound lotteries: calibration ⋮ Dynamically consistent objective and subjective rationality
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