Dominiak, Adam; Lefort, Jean-Philippe - 2009 - This Version: September 17, 2009
Choquet expected utility preferences. A decision maker is faced with an information structure represented by a filtration. We … show that the decision maker's preferences respect dynamic consistency on a fixed filtration if and only if the last stage … decision maker respects these two axioms on a fixed filtration if and only if the last stage of the filtration is made up of …