Minimizing regret in dynamic decision problems

DOI10.1007/s11238-015-9526-8zbMath1378.91065arXiv1502.00152OpenAlexW2914456641MaRDI QIDQ2629329

Samantha Leung, Joseph Y. Halpern

Publication date: 6 July 2016

Published in: Theory and Decision, Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.00152

zbMATH Keywords

minimax regretambiguity aversiondynamic inconsistency

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (1)

Market Exit and Minimax Regret

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Axioms for minimax regret choice correspondences
• Dynamically consistent beliefs must be Bayesian
• Stopping with anticipated regret
• Ambiguity through confidence functions
• Unreliable probabilities, risk taking, and decision making
• Indeterminate probabilities on finite sets
• Fuzzy sets as a basis for a theory of possibility
• Recursive multiple-priors.
• Updating ambiguous beliefs
• A behavioural model for vague probability assessments
• Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret
• Dynamic variational preferences
• Risk, Ambiguity, and the Savage Axioms
• Dynamic choice under ambiguity
• Updating Ambiguity Averse Preferences
• Changing Tastes and Coherent Dynamic Choice
• STATISTICAL INFERENCES BASED ON A SECOND-ORDER POSSIBILITY DISTRIBUTION
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• A Smooth Model of Decision Making under Ambiguity
• The Revealed Preference Theory of Changing Tastes
• A Definition of Subjective Probability
• The Theory of Statistical Decision
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine

This page was built for publication: Minimizing regret in dynamic decision problems