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Comparisons of Ambiguous Experiments

Author

Listed:
  • Tomala , Tristan
  • Gensbittel , Fabien

Abstract

An ambiguous statistical experiment is a set of joint probability distributions over states and signals. This note compares ambiguous experiments from the point of view of an ambiguity averse decision maker and extends the Blackwell (1951, 1953) ordering to this setting.

Suggested Citation

  • Tomala , Tristan & Gensbittel , Fabien, 2015. "Comparisons of Ambiguous Experiments," HEC Research Papers Series 1074, HEC Paris.
    • Handle: RePEc:ebg:heccah:1074
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    Cited by:

    1. Li, Jian & Zhou, Junjie, 2020. "Information order in monotone decision problems under uncertainty," Journal of Economic Theory, Elsevier, vol. 187(C).
    2. Karni, Edi & Safra, Zvi, 2022. "Hybrid decision model and the ranking of experiments," Journal of Mathematical Economics, Elsevier, vol. 101(C).
    3. Li, Jian & Zhou, Junjie, 2016. "Blackwell's informativeness ranking with uncertainty-averse preferences," Games and Economic Behavior, Elsevier, vol. 96(C), pages 18-29.
    4. Hill, Brian, 2020. "Dynamic consistency and ambiguity: A reappraisal," Games and Economic Behavior, Elsevier, vol. 120(C), pages 289-310.

    More about this item

    Keywords

    experiments; value of information; multiple priors; maximin; rectangularity;
    All these keywords.

    JEL classification:

    • C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games

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