A measure of ambiguity (Knightian uncertainty)

DOI10.1007/s11238-020-09798-6zbMath1470.91077OpenAlexW3120126644MaRDI QIDQ2046163

Pavlo R. Blavatskyy

Publication date: 17 August 2021

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

Full work available at URL: https://doi.org/10.1007/s11238-020-09798-6

zbMATH Keywords

ambiguitydecomposabilityKnightian uncertaintyelementary increase In uncertaintyleft-tail ambiguity

Mathematics Subject Classification ID

Decision theory (91B06)

Cites Work

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• Unbounded Utility for Savage's “Foundations of Statistics,” and Other Models
• A Smooth Model of Decision Making under Ambiguity
• Expected Uncertain Utility Theory

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