A note on recursive multiple-priors

DOI10.1016/j.jet.2005.10.008zbMath1186.91143OpenAlexW2116749984MaRDI QIDQ996397

Katsutoshi Wakai

Publication date: 14 September 2007

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2005.10.008

zbMATH Keywords

uncertainty aversionmultiple priorsdynamic consistencyconditional preferencerecursive multiple-priors

Mathematics Subject Classification ID

Economic time series analysis (91B84) Sensitivity (robustness) (93B35) Utility theory (91B16) Economic growth models (91B62)

Related Items

Intertemporal utility smoothing under uncertainty ⋮ Dynamic variational preferences

Cites Work

• Maxmin expected utility with non-unique prior
• Recursive multiple-priors.