Subjective recursive expected utility

被引：0

作者：

Peter Klibanoff

Emre Ozdenoren

机构：

[1] Northwestern University,MEDS Department, Kellogg School of Management

[2] University of Michigan,Economics Department

来源：

Economic Theory | 2007年 / 30卷

关键词：

Recursive utility; Subjective expected utility; Uncertainty; Risk information; D80; D81; D90;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We axiomatize a subjective version of the recursive expected utility model. This development extends the seminal results of Kreps and Porteus (Econometrica 46:185–200 (1978)) to a subjective framework and provides foundations that are easy to relate to axioms familiar from timeless models of decision making under uncertainty. Our analysis also clarifies what is needed in going from a represention that applies within a single filtration to an across filtration representation.

引用

页码：49 / 87

页数：38

共 50 条

[1] Subjective recursive expected utility
Klibanoff, Peter
Ozdenoren, Emre
[J]. ECONOMIC THEORY, 2007, 30 (01) : 49 - 87
[2] Subjective ambiguity, expected utility and Choquet expected utility
Zhang, JK
[J]. ECONOMIC THEORY, 2002, 20 (01) : 159 - 181
[3] Subjective ambiguity, expected utility and Choquet expected utility
Jiankang Zhang
[J]. Economic Theory, 2002, 20 : 159 - 181
[4] Probabilistic subjective expected utility
Blavatskyy, Pavlo R.
[J]. JOURNAL OF MATHEMATICAL ECONOMICS, 2012, 48 (01) : 47 - 50
[5] Subjective expected utility in games
Di Tillio, Alfredo
[J]. THEORETICAL ECONOMICS, 2008, 3 (03) : 287 - 323
[6] Classical subjective expected utility
Cerreia-Vioglio, Simone
Maccheroni, Fabio
Marinacci, Massimo
Montrucchio, Luigi
[J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2013, 110 (17) : 6754 - 6759
[7] RISK AND UNCERTAINTY - THE UTILITY OF SUBJECTIVE EXPECTED UTILITY
KUHBERGER, A
[J]. PSYCHOLOGISCHE RUNDSCHAU, 1994, 45 (01) : 3 - 23
[8] On the Rejectability of the Subjective Expected Utility Theory
Grabiszewski, Konrad
[J]. B E JOURNAL OF THEORETICAL ECONOMICS, 2016, 16 (02): : 437 - 454
[9] Subjective expected utility without preferences
Bouyssou, Denis
Marchant, Thierry
[J]. JOURNAL OF MATHEMATICAL PSYCHOLOGY, 2011, 55 (06) : 457 - 468
[10] Independent postulates for subjective expected utility
Harju, Mikko
Liesio, Juuso
Virtanen, Kai
[J]. THEORY AND DECISION, 2024, 96 (04) : 597 - 606

← 1 2 3 4 5 →