Dynamically consistent preferences under imprecise probabilistic information
نویسندگان
چکیده
منابع مشابه
Dynamically Consistent Preferences Under Imprecise Probabilistic Information
This paper extends decision theory under imprecise probabilistic information to dynamic settings. We explore the relationship between the given objective probabilistic information, an agent’s subjective multiple priors, and updating. Dynamic consistency implies rectangular sets of priors at the subjective level. As the objective probabilistic information need not be consistent with rectangulari...
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ژورنال
عنوان ژورنال: Journal of Mathematical Economics
سال: 2018
ISSN: 0304-4068
DOI: 10.1016/j.jmateco.2018.04.006