Robust \(\alpha \)-maxmin representations

DOI10.1016/j.jmateco.2024.103045MaRDI QIDQ6615364

Xiangyu Qu, Alain Chateauneuf, Vassili Vergopoulos, Caroline Ventura

Publication date: 8 October 2024

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

robustnessambiguity\( \alpha \)-maxminagent's preferences

Mathematics Subject Classification ID

Decision theory (91B06) Individual preferences (91B08)

Cites Work

• The \(\alpha \)-MEU model: a comment
• Maxmin expected utility with non-unique prior
• Additivity with multiple priors
• Differentiating ambiguity and ambiguity attitude
• Objective rationality foundations for (dynamic) \(\alpha\)-MEU
• Preferences with changing ambiguity aversion
• A behavioral characterization of plausible priors
• Risk, Ambiguity, and the Savage Axioms
• PROBABILITY INTERVALS: A TOOL FOR UNCERTAIN REASONING
• Subjective Beliefs and ex ante Trade
• Objective and Subjective Rationality in a Multiple Prior Model
• Subjective Probability and Expected Utility without Additivity
• Integral Representation Without Additivity
• Sharing Beliefs: Between Agreeing and Disagreeing
• Strength of preference over complementary pairs axiomatizes alpha-MEU preferences
• Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory

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