Information and Ambiguity: Toward a Foundation of Nonexpected Utility
Published Online:5 Jun 2017https://doi.org/10.1287/moor.2017.0847
References
- (2006) Infinite Dimensional Analysis, 3rd ed. (Springer, Berlin).Google Scholar
- (2014) Parametric representation of preferences. J. Econom. Theory 150:642–667.Crossref, Google Scholar
- (2009) Foundations of Neo-Bayesian statistics. J. Econom. Theory 144(5):2146–2173.Crossref, Google Scholar
- (1963) A definition of subjective probability. Ann. Math. Statist. 34(1):199–205.Crossref, Google Scholar
- (1971) Individual Choice Under Certainty and Uncertainty. Collected Papers of Kenneth J. Arrow, Volume 3 (Belknap Press, Cambridge, MA).Google Scholar
- (1995) Probability and Measure, 3rd ed. (John Wiley & Sons, New York).Google Scholar
- (2016) Ergodic theorems for lower probabilities. Proc. AMS 144(8):3381–3396.Crossref, Google Scholar
- (2011) Uncertainty averse preferences. J. Econom. Theory 146(4):1275–1330.Crossref, Google Scholar
- (2013) Ambiguity and robust statistics. J. Econom. Theory 148(3):974–1049.Crossref, Google Scholar
- (1982) Ergodic Theory (Springer, New York).Crossref, Google Scholar
- (2011) The α-MEU model: A comment. J. Econom. Theory 146(4):1684–1698.Crossref, Google Scholar
- (2003) Recursive multiple-priors. J. Econom. Theory 113(1):1–31.Crossref, Google Scholar
- (2010) Symmetry of evidence without evidence of symmetry. Theoret. Econom. 5(3):313–368.Crossref, Google Scholar
- (1982) Unreliable probabilities, risk taking and decision making. Synthese 53(3):361–386.Crossref, Google Scholar
- (2004) Differentiating ambiguity and ambiguity attitude. J. Econom. Theory 118(2):133–173.Crossref, Google Scholar
- (2003) A subjective spin on roulette wheels. Econometrica 71(6):1897–1908.Crossref, Google Scholar
- (2013) Ambiguity and the Bayesian paradigm. Acemoglu D, Arellano M, Dekel E, eds. Advances in Economics and Econometrics: Theory and Applications, Tenth World Congress of the Econometric Society (Cambridge University Press, New York), 179–242.Crossref, Google Scholar
- (1989) Maxmin expected utility with non-unique prior. J. Math. Econom. 18(2):141–153.Crossref, Google Scholar
- (2009) Updating ambiguity averse preferences. The B.E. J. Theoret. Econom. 9(1):Article 37.Google Scholar
- (2000) Classification and Orbit Equivalence Relations (AMS, Providence, RI).Google Scholar
- (2012) Updating Choquet capacities: A general framework. Econom. Bull. 32(2):1495–1503.Google Scholar
- (2001) A strong generic ergodicity property of unitary and self-adjoint operators. Ergodic Theory and Dynamical Systems 21(5):1459–1479.Crossref, Google Scholar
- (2005) A smooth model of decision making under ambiguity. Econometrica 73(6):1849–1892.Crossref, Google Scholar
- (2005) A strong law of large numbers for capacities. Ann. Probab. 33(3):1171–1178.Crossref, Google Scholar
- (2006) Ambiguity aversion, robustnsess, and the variational representation of preferences. Econometrica 74(6):1447–1498.Crossref, Google Scholar
- (1997) A simple proof of a basic result for multiple priors. Mimeo, Bocconi University, Milan.Google Scholar
- (2002) Learning from ambiguous urns. Statist. Papers 43(1):143–151.Crossref, Google Scholar
- (2001) Ambiguity in the context of probabilistic beliefs. Mimeo, University of California, Davis.Google Scholar
- (2001) Lectures on Choquet’s Theorem, 2nd ed. (Springer, Berlin).Crossref, Google Scholar
- (1952) On the Fundamental Ideas of Measure Theory. American Mathematical Society Translations, 71 (AMS, Providence, RI).Google Scholar
- (1972) The Foundations of Statistics, 2nd ed. (Dover Publications, New York).Google Scholar
- (1989) Subjective probability and expected utility without additivity. Econometrica 57(3):571–587.Crossref, Google Scholar
- (2011) Dynamic choice under ambiguity. Theoret. Econom. 6(3):379–421.Crossref, Google Scholar
- (1998) A Course on Borel Sets (Springer, New York).Crossref, Google Scholar
- (1991) Statistical Reasoning with Imprecise Probabilities (Chapman & Hall, London).Crossref, Google Scholar
- (2000) An Introduction to Ergodic Theory (Springer, New York).Google Scholar

