Objective rationality and recursive multiple priors
From MaRDI portal
Publication:2092788
DOI10.1016/j.jmateco.2022.102761zbMath1501.91053OpenAlexW4295988107MaRDI QIDQ2092788
Vassili Vergopoulos, Federica Ceron
Publication date: 3 November 2022
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2022.102761
unanimity ruledynamic consistencyrectangularityprior-by-prior updatingMaxMin expected utilitymental and behavioral preferences
Cites Work
- Unnamed Item
- Unnamed Item
- Uncertainty averse preferences
- Dynamically consistent beliefs must be Bayesian
- Variational Bewley preferences
- Recursive smooth ambiguity preferences
- Imprecise probabilistic beliefs as a context for decision-making under ambiguity
- Ambiguity through confidence functions
- Maxmin expected utility with non-unique prior
- Dynamic choice and nonexpected utility
- Decision making with belief functions: Compatibility and incompatibility with the sure-thing principle
- Recursive multiple-priors.
- Dynamically consistent preferences under imprecise probabilistic information
- Knightian decision theory. I.
- Differentiating ambiguity and ambiguity attitude
- Rational preference and rationalizable choice
- Dynamic consistency and ambiguity: a reappraisal
- Understanding the nonadditive probability decision model
- Revealed preference and indifferent selection
- Dynamic coherent risk measures
- Dynamic variational preferences
- Ambiguity and the Bayesian Paradigm
- Objective and Subjective Rationality in a Multiple Prior Model
- Revealed Ambiguity and Its Consequences: Updating
- Objective rationality and uncertainty averse preferences
- Dynamic objective and subjective rationality
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Stationary Ordinal Utility and Impatience
- A Definition of Subjective Probability
This page was built for publication: Objective rationality and recursive multiple priors
