Unambiguous events and dynamic Choquet preferences
This paper explores the relationship between dynamic consistency and existing notions of unambiguous events for Choquet expected utility preferences. A decision maker is faced with an information structure represented by a filtration. We show that the decision maker’s preferences respect dynamic con...
Gespeichert in:
| Hauptverfasser: | , |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2011
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| In: |
Economic theory
Year: 2011, Jahrgang: 46, Heft: 3, Pages: 401-425 |
| ISSN: | 1432-0479 |
| DOI: | 10.1007/s00199-009-0512-7 |
| Online-Zugang: | Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1007/s00199-009-0512-7 Verlag, lizenzpflichtig, Volltext: https://link.springer.com/article/10.1007/s00199-009-0512-7 
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| Verfasserangaben: | Adam Dominiak, Jean-Philippe Lefort |
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| 520 | |a This paper explores the relationship between dynamic consistency and existing notions of unambiguous events for Choquet expected utility preferences. A decision maker is faced with an information structure represented by a filtration. We show that the decision maker’s preferences respect dynamic consistency on a fixed filtration if and only if the last stage of the filtration is composed of unambiguous events in the sense of Nehring (Math Social Sci 38:197-213, 1999). Adopting two axioms, conditional certainty equivalence consistency and constrained dynamic consistency to filtration measurable acts, it is shown that the decision maker respects these two axioms on a fixed filtration if and only if the last stage of the filtration is made up of unambiguous events in the sense of Zhang (Econ Theory 20:159-181, 2002). | ||
| 650 | 4 | |a Choquet expected utility | |
| 650 | 4 | |a Consequentialism | |
| 650 | 4 | |a D81 | |
| 650 | 4 | |a D82 | |
| 650 | 4 | |a Dynamic consistency | |
| 650 | 4 | |a Filtration | |
| 650 | 4 | |a Unambiguous events | |
| 650 | 4 | |a Updating | |
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