Riedel, Frank (contributor) - 2007
), Artzner, Delbaen, Eber, Heath, and Ku
(2002), Riedel (2004), Detlefsen and Scandolo (2005). There, it is shown that
minimax EU … behaviorally between ambiguity averse and ambiguity
neutral (EU) decision makers.
4 Infinite Time Horizon
Many optimal stopping …