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2020
- handle: 10670/1.cswi8k
- hal: hal-02974245
- doi: 10.3917/reco.712.033
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info:eu-repo/semantics/altIdentifier/doi/10.3917/reco.712.033
Mots-clés
schmeidler's model Hurwicz criterium Aversion and attraction with respect to uncertainty D - Microeconomics/D.D8 - Information, Knowledge, and Uncertainty/D.D8.D81 - Criteria for Decision-Making under Risk and UncertaintySujets proches
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Alain Chateauneuf et al., « Simple Characterization of the Hurwicz Criterium under Uncertainty », Archive Ouverte d'INRAE, ID : 10.3917/reco.712.033
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Résumé
Schmeidler [1986], [1989] famously used his nonadditive probability model to describe a decision-maker’s uncertainty aversion and/or uncertainty loving. This short note illustrates how nonadditive probability can also be used to obtain a simple characterization of the Hurwicz criterium, where the decision-maker has a balanced attitude towards uncertainty, intermediate between full aversion and full loving.