Attitude toward imprecise information
From MaRDI portal
Publication:928875
DOI10.1016/j.jet.2007.09.002zbMath1136.91369OpenAlexW2073378287MaRDI QIDQ928875
Thibault Gajdos, Jean-Marc Tallon, Jean-Christophe Vergnaud, Takashi Hayashi
Publication date: 11 June 2008
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2007.09.002
Related Items (74)
Flexible contracts ⋮ Objective rationality foundations for (dynamic) \(\alpha\)-MEU ⋮ Ambiguous life expectancy and the demand for annuities ⋮ Exactly what happens after the Anscombe-Aumann race? ⋮ Dynamically consistent preferences under imprecise probabilistic information ⋮ Bayesian consistent belief selection ⋮ Subjective probability, confidence, and Bayesian updating ⋮ Ordering ambiguous acts ⋮ Preferences with changing ambiguity aversion ⋮ Dynamic consistency and ambiguity: a reappraisal ⋮ Case-based belief formation under ambiguity ⋮ The pricing effects of ambiguous private information ⋮ Imprecise information and subjective belief ⋮ The ex ante aggregation of opinions under uncertainty ⋮ Estimating ambiguity aversion in a portfolio choice experiment ⋮ A powerful tool for analyzing concave/convex utility and weighting functions ⋮ Optimism and firm formation ⋮ Riskiness for sets of gambles ⋮ Trembles in extensive games with ambiguity averse players ⋮ Aggregation of experts' opinions and conditional consensus opinion by the Steiner point ⋮ Statistical decisions under ambiguity ⋮ A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS ⋮ A framework for measures of risk under uncertainty ⋮ Rationalisable belief selection ⋮ On risk aversion under fuzzy random data ⋮ Beyond uncertainty aversion ⋮ When and how to satisfice: an experimental investigation ⋮ Preferences on Gambles Representable by a Choquet Expected Value with Respect to Conditional Belief and Plausibility Functions ⋮ Symmetry axioms and perceived ambiguity ⋮ Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes ⋮ An interval-valued utility theory for decision making with Dempster-Shafer belief functions ⋮ Ambiguity and the Bayesian Paradigm ⋮ The fog of fraud -- mitigating fraud by strategic ambiguity ⋮ Confidence and decision ⋮ Dynamic consistency for non-expected utility preferences ⋮ Uncertainty, credal sets and second order probability ⋮ Fuzzy logic-based generalized decision theory with imperfect information ⋮ Are beliefs a matter of taste? A case for objective imprecise information ⋮ An experimental investigation of imprecision attitude and its relation with risk attitude and impatience ⋮ Jaffray's ideas on ambiguity ⋮ Utility independence of multiattribute utility theory is equivalent to standard sequence invariance of conjoint measurement ⋮ Aggregation of multiple prior opinions ⋮ Models for pessimistic or optimistic decisions under different uncertain scenarios ⋮ Ambiguous games without a state space and full rationality ⋮ Decisions with conflicting and imprecise information ⋮ Ellsberg games ⋮ The K-armed bandit problem with multiple priors ⋮ Kuhn's theorem for extensive form Ellsberg games ⋮ A survey of decision making and optimization under uncertainty ⋮ Separate aggregation of beliefs and values under ambiguity ⋮ Expected utility with uncertain probabilities theory ⋮ Throwing good money after bad ⋮ Ambiguous persuasion ⋮ A strategic product for belief functions ⋮ Decision making in phantom spaces ⋮ Choice with imprecise information: An experimental approach ⋮ Moral hazard with non-additive uncertainty: when are actions implementable? ⋮ The value of a statistical life under ambiguity aversion ⋮ Dynamic decision making under ambiguity: an experimental investigation ⋮ On dynamic consistency in ambiguous games ⋮ On the convexity of preferences in decisions and games under (quasi-)convex/concave imprecise probability correspondences ⋮ Imprecise probabilistic beliefs as a context for decision-making under ambiguity ⋮ Equilibria Under Knightian Price Uncertainty ⋮ Purification and disambiguation of Ellsberg equilibria ⋮ The ignorant observer ⋮ Decision-making with partial information ⋮ Updating confidence in beliefs ⋮ Delegation and ambiguity in correlated equilibrium ⋮ Measuring Beliefs Under Ambiguity ⋮ Is ambiguity aversion bad for innovation? ⋮ Dynamically consistent objective and subjective rationality ⋮ Believing in forecasts, uncertainty, and rational expectations ⋮ A note on external angles of the core of convex TU games, marginal worth vectors and the Weber set ⋮ Monetary equilibria and Knightian uncertainty
Cites Work
- Unnamed Item
- Unnamed Item
- Ambiguity made precise: A comparative foundation
- Decision making with imprecise probabilistic information
- Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
- Linear utility theory for belief functions
- Maxmin expected utility with non-unique prior
- Axioms for preferences revealing subjective uncertainty and uncertainty aversion
- Ambiguity Aversion and Incompleteness of Financial Markets
- Risk, Ambiguity, and the Savage Axioms
- Decision Makers as Statisticians: Diversity, Ambiguity, and Learning
- A Definition of Uncertainty Aversion
- Intertemporal Asset Pricing under Knightian Uncertainty
- Equivariant Endomorphisms of the Space of Convex Bodies
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
- Preferences Over Sets of Lotteries1
- A Definition of Subjective Probability
- Set-valued analysis
This page was built for publication: Attitude toward imprecise information
