Robust α-maxmin representations
Year of publication: |
2024
|
---|---|
Authors: | Chateauneuf, Alain ; Qu, Xiangyu ; Ventura, Caroline ; Vergopoulos, Vassilios |
Published in: |
Journal of mathematical economics. - Amsterdam : North-Holland, ISSN 0304-4068, ZDB-ID 1491091-3. - Vol. 114.2024, Art.-No. 103045, p. 1-10
|
Subject: | Agent’s preferences | Ambiguity | Robustness | α-maxmin | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics | Präferenztheorie | Theory of preferences | Agentenbasierte Modellierung | Agent-based modeling | Prinzipal-Agent-Theorie | Agency theory |
-
Structured ambiguity and model misspecification
Hansen, Lars Peter, (2022)
-
Uncertainty and robustness of surplus extraction
Lopomo, Giuseppe, (2022)
-
Delegated portfolio management under ambiguity aversion
Fabretti, Annalisa, (2014)
- More ...
-
A simple characterization of the Hurwicz criterium under uncertainty
Chateauneuf, Alain, (2020)
-
Infnite supermodularity and preferences
Chateauneuf, Alain, (2015)
-
Infinite supermodularity and preferences
Chateauneuf, Alain, (2017)
- More ...