Are the treasures of game theory ambiguous?
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Publication:641834
DOI10.1007/s00199-011-0636-4zbMath1277.91005OpenAlexW2119302096WikidataQ57920631 ScholiaQ57920631MaRDI QIDQ641834
Jürgen Eichberger, David Kelsey
Publication date: 25 October 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://ub-madoc.bib.uni-mannheim.de/2027/1/001_dp08_08.pdf
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Special issue on ambiguity and strategic interactions in honor of Jürgen Eichberger ⋮ Put-call parity and generalized neo-additive pricing rules ⋮ Piecewise linear rank-dependent utility ⋮ Rationalizability in general situations ⋮ A full characterization of Nash implementation with strategy space reduction ⋮ The best choice problem under ambiguity ⋮ Two ``little treasure games driven by unconditional regret ⋮ Games with second-order expected utility ⋮ Trembles in extensive games with ambiguity averse players ⋮ Agreement theorem for neo-additive beliefs ⋮ Anticipated regret as an explanation of uncertainty aversion ⋮ Social and strategic ambiguity versus betrayal aversion ⋮ Strategic games beyond expected utility ⋮ Attitudes toward uncertainty and randomization: an experimental study ⋮ Risk, ambiguity, and state-preference theory ⋮ The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices ⋮ OPTIMISM AND PESSIMISM IN GAMES ⋮ Games in context: equilibrium under ambiguity for belief functions ⋮ Piecewise additivity for non-expected utility ⋮ Belief hedges: Measuring ambiguity for all events and all models ⋮ Comparing theories of one-shot play out of treatment
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