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Comparison of experts in the non-additive case

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Author Info
Jean-Philippe Lefort () (Centre d'Economie de la Sorbonne)
Abstract

We adapt the model of comparisons of experts initiated by Lehrer (“Comparison of experts JME 98”) to a context of uncertainty which cannot be modelised by expected utility. We examine the robustness of Lehrer in this new context. Unlike expected utility, there exist several ways to define the strategies allowing to compare the experts, we propose some of them which guarantee a positive value of information.

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Publisher Info
Paper provided by Université Panthéon-Sorbonne (Paris 1) in its series Cahiers de la Maison des Sciences Economiques with number b06088.

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Length: 24 pages
Date of creation: Dec 2006
Date of revision:
Handle: RePEc:mse:wpsorb:b06088

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Related research
Keywords: Non-additive preferences; experts.;

Find related papers by JEL classification:
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information

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  1. Gilboa Itzhak & Schmeidler David, 1993. "Updating Ambiguous Beliefs," Journal of Economic Theory, Elsevier, vol. 59(1), pages 33-49, February. [Downloadable!] (restricted)
    Other versions:
  2. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Dynamic Variational Preferences," Carlo Alberto Notebooks 1, Collegio Carlo Alberto. [Downloadable!]
    Other versions:
  3. Epstein Larry G. & Le Breton Michel, 1993. "Dynamically Consistent Beliefs Must Be Bayesian," Journal of Economic Theory, Elsevier, vol. 61(1), pages 1-22, October. [Downloadable!] (restricted)
  4. 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)
  5. Lehrer, Ehud, 1998. "Comparison of experts," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 207-214, September. [Downloadable!] (restricted)
  6. Jean-Christophe Vergnaud, 2002. "Information and capacities," Statistical Papers, Springer, vol. 43(1), pages 111-125, January. [Downloadable!] (restricted)
  7. Aumann, Robert J., 1974. "Subjectivity and correlation in randomized strategies," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 67-96, March. [Downloadable!] (restricted)
  8. Wang, Tan, 2003. "Conditional preferences and updating," Journal of Economic Theory, Elsevier, vol. 108(2), pages 286-321, February. [Downloadable!] (restricted)
  9. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-87, May. [Downloadable!] (restricted)
  10. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January. [Downloadable!] (restricted)
  11. Lehrer, Ehud, 2005. "Updating non-additive probabilities-- a geometric approach," Games and Economic Behavior, Elsevier, vol. 50(1), pages 42-57, January. [Downloadable!] (restricted)
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  12. Epstein, Larry G. & Schneider, Martin, 2003. "Recursive multiple-priors," Journal of Economic Theory, Elsevier, vol. 113(1), pages 1-31, November. [Downloadable!] (restricted)
    Other versions:
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