Vector Expected Utility and Attitudes Toward Variation

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EXPECTED UNCERTAIN UTILITY THEORY (2014, background): “Baillon, L’Haridon and Placido (2010) observe that Siniscalchi’s (2009) vector valued expected utility model permits them while α−maxmin expected utility and Klibanoff, Marinacci and Mukerji’s (2005) smooth model of uncertainty rule them out.”
Rational preferences under ambiguity (2011, background): “Finally, Siniscalchi (2009) retains invariance to the location of utilities, but drops scale invariance, as well as Uncertainty Aversion.”
Randomization and Ambiguity Aversion (2020, background): “…from the beginning; these include Gilboa and Schmeidler (1989); Schmeidler (1989); Ghirardato and Marinacci (2001); Maccheroni, Marinacci, and Rustichini (2006); Siniscalchi (2009); CerreiaVioglio, Maccheroni, Marinacci, and Montrucchio (2011); Lehrer and Teper (2011); and Frick et al. (2019).”
Ambiguity in the Small and in the Large (2012, background): “3 Other models that do not assume Certainty Independence include variational preferences (Maccheroni, Marinacci, and Rustichini, 2006), confidence-function preferences (Chateauneuf and Faro, 2009), uncertainty-averse preferences (Cerreia-Vioglio, Maccheroni, Marinacci, and Montrucchio, 2008), vector”