Temporal Resolution of Uncertainty and Recursive Non‐expected Utility Models

By Simon Grant, Atsushi Kajii, Ben Polak. 2000

55 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Decision Sciences

View Paper: https://www.semanticscholar.org/paper/a3f614afc1ad552749aea1e42fa0e6a9554bb308

Citations in the corpus

• A Smooth Model of Decision Making under Ambiguity (2005, unknown): “We propose and axiomatize a model of preferences over acts such that the decision maker prefers act f to act g if and only if Eμφ (Eπu ◦ f) ≥ Eμφ (Eπu ◦ g), where E is the expectation operator, u is a vN-M utility function, φ is an increasing transformation, and μ is a subjective probability over th”