Bibliografie

Conference Paper (international conference)

On Expected Utility Under Ambiguity

: Symbolic and Quantitative Approaches to Reasoning with Uncertainty : 15th European Conference, ECSQARU 2019, Belgrade, Serbia, September 18-20, 2019, p. 137-147 , Eds: Kern-Isberner G., Ognjanovic Z.

: European Conference on Symbolic and Quantitative Approaches with Uncertainty (ECSQARU 2019) /15./, (Belgrade, RS, 20190918)

: GA19-06569S, GA ČR

: Belief function, Credal set, Probability transform, Decision-making, Vagueness

: 10.1007/978-3-030-29765-7_12

: http://library.utia.cas.cz/separaty/2019/MTR/jirousek-0508332.pdf

(eng): The paper introduces a new approach to constructing models exhibiting the ambiguity aversion. The level of ambiguity aversion is described by a subjective parameter from the unit interval with the semantics: the higher the aversion, the higher the coefficient. On three examples, we illustrate the approach is consistent with the experimental results observed by Ellsberg and other authors.

: BA

: 10101