The iterative law of expectation and non-adaptive probability measure

DOI10.1016/0165-1765(91)90123-3zbMath0729.90962OpenAlexW2004781322MaRDI QIDQ807358

Keuk-Ryoul Yoo

Publication date: 1991

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90123-3

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (10)

Additive representations of non-additive measures and the Choquet integral ⋮ Ambiguous price formation ⋮ Nest-monotonic two-stage acts and exponential probability capacities ⋮ On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure ⋮ A note on ``Re-examining the law of iterated expectations for Choquet decision makers ⋮ Iterated Choquet expectations: a possibility result ⋮ (Not) delegating decisions to experts: the effect of uncertainty ⋮ On maxitive integration ⋮ Update rules for convex risk measures ⋮ Re-examining the law of iterated expectations for Choquet decision makers

Cites Work

• Expected utility with purely subjective non-additive probabilities
• Maxmin expected utility with non-unique prior
• Updating ambiguous beliefs
• Theory of capacities
• Risk, Ambiguity, and the Savage Axioms
• Subjective Probability and Expected Utility without Additivity
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