Decision theory under ambiguity

J Etner, M Jeleva, JM Tallon - Journal of Economic Surveys, 2012 - Wiley Online Library
We review recent advances in the field of decision making under uncertainty or ambiguity.
We start with a presentation of the general approach to a decision problem under …

Choice under uncertainty with the best and worst in mind: Neo-additive capacities

A Chateauneuf, J Eichberger, S Grant - Journal of Economic Theory, 2007 - Elsevier
We develop the simplest generalization of subjective expected utility that can accommodate
both optimistic and pessimistic attitudes towards uncertainty—Choquet expected utility with …

[图书][B] Risk, ambiguity and decision

D Ellsberg - 2015 - api.taylorfrancis.com
Risk, Ambiguity and Decision Page 1 Page 2 St ud ie s in P h il oso ph y edited by ROBERT
NOZICK P ellegrino U niversity P rofessor at H arvard U niversity AGarland Se r ie s Page 3 …

[HTML][HTML] A survey of decision making and optimization under uncertainty

AJ Keith, DK Ahner - Annals of Operations Research, 2021 - Springer
Recent advances in decision making have incorporated both risk and ambiguity in decision
theory and optimization methods. These methods implement a variety of uncertainty …

A decision support methodology for a disaster-caused business continuity management

F Schätter, O Hansen, M Wiens, F Schultmann - Decision Support Systems, 2019 - Elsevier
Supply chain risk management typically deals with the systematic identification, analysis and
mitigation of risks which affect the whole supply chain network of a company. Business …

Non-additive beliefs and strategic equilibria

J Eichberger, D Kelsey - Games and Economic Behavior, 2000 - Elsevier
This paper studies n-player games where players' beliefs about their opponents' behaviour
are modelled as non-additive probabilities. The concept of an “equilibrium under …

Managing catastrophic climate risks under model uncertainty aversion

L Berger, J Emmerling, M Tavoni - Management Science, 2017 - pubsonline.informs.org
We propose a robust risk management approach to deal with the problem of catastrophic
climate change that incorporates both risk and model uncertainty. Using an analytical model …

Strategic complements, substitutes, and ambiguity: the implications for public goods

J Eichberger, D Kelsey - Journal of Economic Theory, 2002 - Elsevier
We examine the effect of ambiguity in symmetric games with aggregate externalities. We find
that ambiguity will increase/decrease the equilibrium strategy in games with strategic …

Choice deferral and ambiguity aversion

I Kopylov - Theoretical Economics, 2009 - escholarship.org
When confronted with uncertain prospects, people often exhibit both choice deferral and
Ellsberg-type ambiguity aversion. This paper obtains a joint representation for these …

[图书][B] Uncertain computation-based decision theory

RA Aliev - 2017 - books.google.com
Uncertain computation is a system of computation and reasoning in which the objects of
computation are not values of variables but restrictions on values of variables. This …