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Choice without Beliefs

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Author Info
David Easley
Aldo Rustichini

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Abstract

This paper provides an axiomatic foundation for decision making in complex settings in which the decision maker does not have complete structural knowledge of the environment. The agent knows the set of actions he can take, he formulates preferences directly on the actions, and chooses according to these preferences. On the basis of experience he modifies these preferences according to a systematic procedure. A group of natural structural restrictions and a group of independence axioms are imposed on this procedure. The main result is an axiomatic foundation for a set of simple adaptive learning procedures which include the replicator dynamic.

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Publisher Info
Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 67 (1999)
Issue (Month): 5 (September)
Pages: 1157-1184
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Handle: RePEc:ecm:emetrp:v:67:y:1999:i:5:p:1157-1184

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  1. Dana Heller, 2000. "Parametric Adaptive Learning," Econometric Society World Congress 2000 Contributed Papers 1496, Econometric Society. [Downloadable!]
  2. Tilman Börgers & Rajiv Sarin & Antonio J. Morales, 2001. "Expedient and Monotone Learning Rules," Economic Working Papers at Centro de Estudios Andaluces E2001/06, Centro de Estudios Andaluces. [Downloadable!]
    Other versions:
  3. Karl H. Schlag, 1995. "Why Imitate, and if so, How? A Bounded Rational Approach to Multi-Armed Bandits," Discussion Paper Serie B 361, University of Bonn, Germany, revised Mar 1996. [Downloadable!]
    Other versions:
  4. Albert Marcet & Juan P. Nicolini, 2003. "Recurrent Hyperinflations and Learning," American Economic Review, American Economic Association, vol. 93(5), pages 1476-1498, December. [Downloadable!]
    Other versions:
  5. Jack Stecher & Radhika Lunawat & Kira Pronin & John Dickhaut, 2007. "Decision Making and Trade without Probabilities," CIRANO Working Papers 2007s-21, CIRANO. [Downloadable!]
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This page was last updated on 2009-11-12.


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