Gajdos, Thibault; Tallon, Jean-Marc; Vergnaud, … - HAL - 2004
We develop an axiomatic approach to decision under uncertainty that explicitly takes into account the information … available to the decision maker. The information is described by a set of priors and a reference prior. We define a notion of … imprecision for this informational setting and show that a decision maker who is averse to information imprecision maximizes the …