Theory Of Decision Under Uncertainty

By Itzhak Gilboa. 2009

487 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Political Science and International Relations

View Paper: https://www.semanticscholar.org/paper/c22f67327be57e033882de5e275aee25c056738b

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Citations in the corpus

On Welfare Frameworks and Catastrophic Climate Risks (2013, unknown): “It has been argued [17,22,23] that the normative application of expected utility theory is only appropriate in situations of risk (where probabilities are known), rather than uncertainty (where probabilities are unknown), a distinction going back at least as far as Knight [44].”
Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach. (2013, background): “Indeed, VaR is not sub-additive, i.e., the risk associated with a given portfolio can be larger than the sum of the stand alone risks of its components when measured by the VaR (for more details, see Artzner et al. (1999), McNeil et al. (2005), and Gilboa (2009)).”
Quantum Models of Cognition and Decision (2012, background): “Decision science is a highly developed field that has produced a variety of sophisticated mathematical theories (Gilboa, 2009; Wakker, 2010).”
Predicting In-game Actions From the Language of NBA Players (2019, background): “Yet, this is rarely explored in the context of decision making (Gilboa 2009).”
Reflections Uncertainty and Decision Making in Climate Change Economics (2014, background): “Over the past two decades, there has been an explosion of activity in formal approaches to decision making under uncertainty, beginning with the seminal work of Schmeidler (1989) and Gilboa and Schmeidler (1989).(7) This section reviews several alternatives to the standard expected utility approach ”
Risk-Sensitive Reinforcement Learning (2013, background): “Human agents are, however, not always economically rational (Gilboa, 2009).”
Predicting In-Game Actions from Interviews of NBA Players (2019, background): “…decision-making work is both theoretical—modeling the incentives individuals face and the equilibrium observed given their competing interests (Gilboa 2009), and empirical—aiming to disentangle causal relationships that can shed light on what could be driving actions observed in the world…”