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The Best Choice Problem under ambiguity

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Author Info
Tatjana Chudjakow (Institute of Mathematical Economics, Bielefeld University)
Frank Riedel () (Institute of Mathematical Economics, Bielefeld University)

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Abstract

We model and solve Best Choice Problems in the multiple prior framework: An ambiguity averse decision maker aims to choose the best among a fixed number of applicants that appear sequentially in a random order. The decision faces ambiguity about the probability that a candidate a relatively top applicant is actually best among all applicants. We show that our model covers the classical secretary problem, but also other interesting classes of problems. We provide a closed form solution of the problem for time-consistent priors using minimax backward induction. As in the classical case the derived stopping strategy is simple. Ambiguity can lead to substantial differences to the classical threshold rule.

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File URL: http://www.imw.uni-bielefeld.de/papers/files/imw-wp-413.pdf
File Format: application/pdf
File Function: First version, 2009
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Publisher Info
Paper provided by Bielefeld University, Institute of Mathematical Economics in its series Working Papers with number 413.

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Length: 24 pages
Date of creation: Feb 2009
Date of revision:
Handle: RePEc:bie:wpaper:413

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Web page: http://www.imw.uni-bielefeld.de/
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Related research
Keywords: Best Choice Problem;

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References listed on IDEAS
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  1. Gilboa, Itzhak & Schmeidler, David, 1989. "Maxmin expected utility with non-unique prior," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 141-153, April. [Downloadable!] (restricted)
  2. Nishimura, Kiyohiko G. & Ozaki, Hiroyuki, 2007. "Irreversible investment and Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 136(1), pages 668-694, September. [Downloadable!] (restricted)
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This page was last updated on 2009-11-4.


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