Objective and Subjective Rationality in a Multiple Prior Model

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Cautious Expected Utility and the Certainty Effect (2015, methodology): “…the one of Gilboa et al. (2010), who consider an environment with ambiguity instead of risk, although with one minor formal difference: while in Gilboa et al. (2010) both the incomplete relation and its completion are a primitive of the analysis, in our case the primitive is simply the…”
Stochastic multi-attribute acceptability analysis (SMAA): an application to the ranking of Italian regions (2018, background): “Similar arguments hold for multi-prior models proposed for decisions under uncertainty, where each individual takes a decision considering a plurality of probability distributions on the state of the worlds (see, for example, Gilboa and Schmeidler, 1989; Bewley, 2002; Gilboa et al., 2010; Cerreia-Vi”
Ambiguity in asset pricing and portfolio choice: a review of the literature (2010, unknown): “ = ∙ − ( ) + max ∈Θ θσ   ̧ + σ B (49)”
Rational preferences under ambiguity (2011, background): “2 Nehring (2001) and Gilboa et al. (2010) derive a set of priors from a separate relation, which they interpret as embodying “objective rationality,” and impose consistency conditions between such relation and the decision maker’s preference relation.”