Gajdos, T.; Hayashi, T.; Tallon, J.-M.; Vergnaud, J.-C. - In: Journal of Economic Theory 140 (2008) 1, pp. 27-65
This paper presents an axiomatic model of decision making under uncertainty which incorporates objective but imprecise information. Information is assumed to take the form of a probability-possibility set, that is, a set P of probability measures on the state space. The decision maker is told...