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Stochastic Utility Theorem
Blavatskyy, Pavlo R. - 2008
one lottery being chosen over the other. Choice probabilities have a stochastic utility representation if they can be … stochastic utility representation if and only if they are complete, strongly transitive, continuous, independent of common … consequences and interchangeable. Axioms of stochastic utility are consistent with systematic violations of betweenness and a …
Persistent link: https://www.econbiz.de/10012726748
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Subjective expected utility through stochastic independence
Grabisch, Michel; Monet, Benjamin; Vergopoulos, Vassilios - In: Economic theory 76 (2023) 3, pp. 723-757
Persistent link: https://www.econbiz.de/10014426054
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Subjective probability and stochastic independence
Monet, Benjamin; Vergopoulos, Vassili - In: Journal of mathematical economics 103 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10014230192
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Stochastic dominance analysis without the independence axiom
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 1097-1109
Persistent link: https://www.econbiz.de/10011672840
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Stochastic dominance analysis without the independence axiom
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - 2015 - This version: June 23, 2015
Persistent link: https://www.econbiz.de/10011806081
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Recursive utility and stochastic differential utility: from discrete to continuous time
Seiferling, Thomas - 2016
Persistent link: https://www.econbiz.de/10011794077
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Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Mao, Tiantian; Wang, Ruodu - In: Journal of mathematical economics 103 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014230385
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Learning from zero : how to make consumption-saving decisions in a stochastic environment with an AI algorithm
Shi, Rui - 2021 - This draft: August 16, 2021
This exercise offers an innovative learning mechanism to model economic agent's decision-making process using a deep reinforcement learning algorithm. In particular, this AI agent is born in an economic environment with no information on the underlying economic structure and its own preference....
Persistent link: https://www.econbiz.de/10012603191
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Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter - 2002
we focus on are the calculation of the additional utility of the insider and a study of his free lunch possibilities. The … examples are given to illustrate additional utility and free lunch possibilities. In particular, if the insider has advance …
Persistent link: https://www.econbiz.de/10009620768
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Stochastic choice and consideration sets
Manzini, Paola; Mariotti, Marco - 2012
. -- discrete choice ; random utility ; logit model ; consideration sets ; bounded rationality ; revealed preferences …
Persistent link: https://www.econbiz.de/10009629645