Dominiak, Adam; Lefort, Jean-Philippe - Alfred-Weber-Institut für Wirtschaftswissenschaften, … - 2009
This paper explores the relationship between dynamic consistency and the existing notions of unambiguous events for … show that the decision maker's preferences respect dynamic consistency on a fixed filtration if and only if the last stage … certainty equivalence consistency and constrained dynamic consistency to filtration measurable acts, it is shown that the …