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Using Bayesian updating to improve decisions under uncertainty
McCann, Brian T. - In: California management review 63 (2020) 1, pp. 26-40
Persistent link: https://www.econbiz.de/10012309216
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Expected utility with uncertain probabilities theory
Izhakian, Yehuda - In: Journal of mathematical economics 69 (2017), pp. 91-103
Persistent link: https://www.econbiz.de/10011825902
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Eliciting subjective probabilities through pair-wise comparisons
Por, Han-Hui; Budescu, David V. - In: Journal of behavioral decision making 30 (2017) 2, pp. 181-196
Persistent link: https://www.econbiz.de/10011632852
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Eliciting informative priors by modeling expert decision making
Falconer, Julia R.; Frank, Eibe; Polaschek, Devon L. L.; … - In: Decision analysis : a journal of the Institute for … 21 (2024) 2, pp. 77-90
Persistent link: https://www.econbiz.de/10014634190
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A minimal extension of Bayesian decision theory
Binmore, Ken - In: Theory and decision : an international journal for … 80 (2016) 3, pp. 341-362
Persistent link: https://www.econbiz.de/10011593717
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Strategic cautiousness as an expression of robustness to ambiguity
Ziegler, Gabriel; Zuazo-Garin, Peio - In: Games and economic behavior 119 (2020), pp. 197-215
Persistent link: https://www.econbiz.de/10012239281
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Ellsberg paradox : ambiguity and complexity aversions compared
Kovářík, Jaromír; Levin, Dan; Wang, Tao - In: Journal of risk and uncertainty : JRU 52 (2016) 1, pp. 47-64
Persistent link: https://www.econbiz.de/10011669509
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Second order beliefs models of choice under imprecise risk : nonadditive second order beliefs versus nonlinear second order utility
Giraud, Raphaël - In: Theoretical economics : TE ; journal of the Econometric … 9 (2014) 3, pp. 779-816
Persistent link: https://www.econbiz.de/10011717451
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A generalized probability framework to model economic agents' decisions under uncertainty
Haven, Emmanuel E.; Sozzo, Sandro - In: International review of financial analysis 47 (2016), pp. 297-303
Persistent link: https://www.econbiz.de/10011624198
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Chapter 2. Rationality and Dynamic Consistency Under Risk and Uncertainty
Hammond, Peter J.; Zank, Horst - In: Handbook of the economics of risk and uncertainty : volume 1, (pp. 41-97). 2014
weak preference ordering. For choice under risk (resp. uncertainty), preferences are assumed to be represented by the …For choice with deterministic consequences, the standard rationality hypothesis is ordinality, i.e., maximization of a … objectively (resp. subjectively) expected value of a von Neumann-Morgenstern utility function. For choice under risk, this implies …
Persistent link: https://www.econbiz.de/10014025530