A note on recursive multiple-priors

• 成果类型: Article
• 署名作者: Wakai, Katsutoshi
• 署名单位: State University of New York (SUNY) System; University at Buffalo, SUNY
• 刊物名称: JOURNAL OF ECONOMIC THEORY
• ISSN/ISSBN: 0022-0531
• DOI: 10.1016/j.jet.2005.10.008
• 发表日期: 2007
• 页码: 567-571
• 关键词: Uncertainty aversion; dynamic consistency; multiple priors; conditional preference; recursive multiple-priors

摘要

This note fills a gap in the proof of recursive multiple-priors utility [L. Epstein, M. Schneider, Recursive multiple priors, J. Econ. Theory 113 (2003) 1-31]. (c) 2006 Elsevier Inc. All rights reserved.