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Updating preferences with multiple priors

Citations

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Cited by:

  1. Li, Wenhui & Wilde, Christian, 2020. "Belief formation and belief updating under ambiguity: Evidence from experiments," SAFE Working Paper Series 251, Leibniz Institute for Financial Research SAFE, revised 2020.
  2. Mayumi Horie, 2016. "Bayesian Updating for Complementarily Additive Beliefs under Ambiguity," KIER Working Papers 935, Kyoto University, Institute of Economic Research.
  3. André Lapied & Pascal Toquebeuf, 2011. "Dynamically consistent CEU preferences," Working Papers halshs-00856193, HAL.
  4. Konstantinos Georgalos, 2019. "An experimental test of the predictive power of dynamic ambiguity models," Journal of Risk and Uncertainty, Springer, vol. 59(1), pages 51-83, August.
  5. Takao Asano & Hiroyuki Kojima, 2019. "Consequentialism and dynamic consistency in updating ambiguous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(1), pages 223-250, July.
  6. Konstantinos Georgalos, 2016. "Dynamic decision making under ambiguity," Working Papers 112111041, Lancaster University Management School, Economics Department.
  7. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
  8. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
  9. Vassili Vergopoulos, 2014. "A Behavioral Definition of States of the World," Documents de travail du Centre d'Economie de la Sorbonne 14047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  10. Denis Shishkin & Pietro Ortoleva, 2021. "Ambiguous Information and Dilation: An Experiment," Working Papers 2020-53, Princeton University. Economics Department..
  11. Vassili Vergopoulos, 2014. "A Behavioral Definition of States of the World," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01021388, HAL.
  12. Carvalho, M., 2011. "Essays in behavioral microeconomic theory," Other publications TiSEM 97fbb10e-5f12-420b-b8c4-e, Tilburg University, School of Economics and Management.
  13. Ellis, Andrew, 2018. "On dynamic consistency in ambiguous games," Games and Economic Behavior, Elsevier, vol. 111(C), pages 241-249.
  14. Savochkin, Andrei & Shklyaev, Alexander & Galatenko, Alexey, 2025. "Dynamic consistency and rectangularity for the smooth ambiguity model," Journal of Economic Theory, Elsevier, vol. 225(C).
  15. Cheng, Xiaoyu, 2025. "Ambiguous persuasion: An ex-ante formulation," Games and Economic Behavior, Elsevier, vol. 154(C), pages 149-158.
  16. Xiaoyu Cheng, 2020. "Ambiguous Persuasion: An Ex-Ante Formulation," Papers 2010.05376, arXiv.org, revised Aug 2025.
  17. Vassili Vergopoulos, 2014. "A Behavioral Definition of States of the World," Post-Print halshs-01021388, HAL.
  18. Hanany Eran & Klibanoff Peter, 2009. "Updating Ambiguity Averse Preferences," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 9(1), pages 1-53, November.
  19. Riedel, Frank & Tallon, Jean-Marc & Vergopoulos, Vassili, 2018. "Dynamically consistent preferences under imprecise probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 79(C), pages 117-124.
  20. Roberta De Filippis & Antonio Guarino & Philippe Jehiel & Toru Kitagawa, 2016. "Updating ambiguous beliefs in a social learning experiment," CeMMAP working papers 18/16, Institute for Fiscal Studies.
  21. André Lapied & Pascal Tocquebeuf, 2007. "Consistent Dynamice Choice And Non-Expected Utility Preferences," Working Papers halshs-00353880, HAL.
  22. Xiaoyu Cheng, 2022. "Robust Data-Driven Decisions Under Model Uncertainty," Papers 2205.04573, arXiv.org.
  23. Chambers, Christopher P. & Hayashi, Takashi, 2010. "Bayesian consistent belief selection," Journal of Economic Theory, Elsevier, vol. 145(1), pages 432-439, January.
  24. Li, Jian, 2019. "The K-armed bandit problem with multiple priors," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 22-38.
  25. Brian Hill, 2022. "Updating confidence in beliefs," Post-Print hal-03503986, HAL.
  26. Dominiak, Adam & Duersch, Peter & Lefort, Jean-Philippe, 2012. "A dynamic Ellsberg urn experiment," Games and Economic Behavior, Elsevier, vol. 75(2), pages 625-638.
  27. Hill, Brian, 2022. "Updating confidence in beliefs," Journal of Economic Theory, Elsevier, vol. 199(C).
  28. Li, Jian, 2020. "Preferences for partial information and ambiguity," Theoretical Economics, Econometric Society, vol. 15(3), July.
  29. Antoine Billot & Vassili Vergopoulos, 2014. "Dynamic Consistency and Expected Utility with State Ambiguity," PSE Working Papers halshs-01006698, HAL.
  30. Kellner, Christian & Le Quement, Mark T., 2018. "Endogenous ambiguity in cheap talk," Journal of Economic Theory, Elsevier, vol. 173(C), pages 1-17.
  31. Cheng, Xiaoyu, 2022. "Relative Maximum Likelihood updating of ambiguous beliefs," Journal of Mathematical Economics, Elsevier, vol. 99(C).
  32. Marinacci Massimo & Principi Giulio & Stanca Lorenzo, 2023. "Recursive Preferences and Ambiguity Attitudes," Working papers 082, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
  33. Levy, Gilat & Razin, Ronny, 2022. "Combining forecasts in the presence of ambiguity over correlation structures," Journal of Economic Theory, Elsevier, vol. 199(C).
  34. Pahlke, Marieke, 2022. "Dynamic consistency in incomplete information games with multiple priors," Games and Economic Behavior, Elsevier, vol. 133(C), pages 85-108.
  35. Gaurab Aryal & Ronald Stauber, 2014. "Trembles in extensive games with ambiguity averse players," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 57(1), pages 1-40, September.
  36. Stauber, Ronald, 2017. "Irrationality and ambiguity in extensive games," Games and Economic Behavior, Elsevier, vol. 102(C), pages 409-432.
  37. Te Bao & John Duffy & Jiahua Zhu, 2025. "Information Ambiguity, Market Institutions, and Asset Prices: Experimental Evidence," Management Science, INFORMS, vol. 71(4), pages 3232-3252, April.
  38. Hill, Brian, 2020. "Dynamic consistency and ambiguity: A reappraisal," Games and Economic Behavior, Elsevier, vol. 120(C), pages 289-310.
  39. Bleichrodt, Han & Eichberger, Jürgen & Grant, Simon & Kelsey, David & Li, Chen, 2021. "Testing dynamic consistency and consequentialism under ambiguity," European Economic Review, Elsevier, vol. 134(C).
  40. Riella, Gil, 2013. "Preference for Flexibility and Dynamic Consistency," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2467-2482.
  41. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.
  42. Carvalho, M., 2012. "Static vs Dynamic Auctions with Ambiguity Averse Bidders," Other publications TiSEM 1f078e67-88ec-46e3-ae18-1, Tilburg University, School of Economics and Management.
  43. Roee Teper, 2016. "Who is a Bayesian?," Working Paper 5861, Department of Economics, University of Pittsburgh.
  44. Mukerji, Sujoy, 2009. "Foundations Of Ambiguity And Economic Modelling," Economics and Philosophy, Cambridge University Press, vol. 25(3), pages 297-302, November.
  45. Muraviev, Igor & Riedel, Frank & Sass, Linda, 2017. "Kuhn’s Theorem for extensive form Ellsberg games," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 26-41.
  46. repec:dau:papers:123456789/8575 is not listed on IDEAS
  47. Catherine Hafer & Dimitri Landa, 2013. "Issue Advocacy and Mass Political Sophistication," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 169(1), pages 139-152, March.
  48. Pritsker, Matthew, 2013. "Knightian uncertainty and interbank lending," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 85-105.
  49. José Heleno Faro & Ana Santos, 2023. "Updating variational (Bewley) preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 207-228, January.
  50. Sass, Linda, 2014. "Kuhn's Theorem for Extensive Form Ellsberg Games," Center for Mathematical Economics Working Papers 478, Center for Mathematical Economics, Bielefeld University.
  51. Heyen, Daniel, 2018. "Ambiguity aversion under maximum-likelihood updating," LSE Research Online Documents on Economics 80342, London School of Economics and Political Science, LSE Library.
  52. repec:rza:wpaper:240 is not listed on IDEAS
  53. Kellner, Christian & Le Quement, Mark T., 2017. "Modes of ambiguous communication," Games and Economic Behavior, Elsevier, vol. 104(C), pages 271-292.
  54. Eran Hanany & Peter Klibanoff & Sujoy Mukerji, 2020. "Incomplete Information Games with Ambiguity Averse Players," American Economic Journal: Microeconomics, American Economic Association, vol. 12(2), pages 135-187, May.
  55. Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2008. "Neo-additive capacities and updating," Sonderforschungsbereich 504 Publications 08-31, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  56. Rumen Kostadinov, 2025. "Regret in Durable-Good Monopoly," Department of Economics Working Papers 2024-02, McMaster University.
  57. Ma, Jinling & Zhao, Chen, 2024. "Logic-based updating," Journal of Economic Theory, Elsevier, vol. 221(C).
  58. repec:dau:papers:123456789/7332 is not listed on IDEAS
  59. De Filippis, Roberta & Guarino, Antonio & Jehiel, Philippe & Kitagawa, Toru, 2022. "Non-Bayesian updating in a social learning experiment," Journal of Economic Theory, Elsevier, vol. 199(C).
  60. Bade, Sophie, 2022. "Dynamic semi-consistency," Games and Economic Behavior, Elsevier, vol. 134(C), pages 117-126.
  61. Auster, Sarah & Kellner, Christian, 2022. "Robust bidding and revenue in descending price auctions," Journal of Economic Theory, Elsevier, vol. 199(C).
  62. Cheng, Xiaoyu, 0. "Improving robust decisions with data," Theoretical Economics, Econometric Society.
  63. Basu, Pathikrit, 2019. "Bayesian updating rules and AGM belief revision," Journal of Economic Theory, Elsevier, vol. 179(C), pages 455-475.
  64. Rui Tang, 2020. "A Theory of Updating Ambiguous Information," Papers 2012.13650, arXiv.org.
  65. Stomper, Alex & VierAy, Marie-Louise, 2015. "Iterated Expectations under Rank-Dependent Expected Utility and Model Consistency," Queen's Economics Department Working Papers 273724, Queen's University - Department of Economics.
  66. Perea, Andrés, 2025. "Dynamic consistency in games without expected utility," Journal of Economic Theory, Elsevier, vol. 229(C).
  67. Matthew Kovach, 2024. "Ambiguity and partial Bayesian updating," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(1), pages 155-180, August.
  68. Minardi, Stefania & Savochkin, Andrei, 2019. "Subjective contingencies and limited Bayesian updating," Journal of Economic Theory, Elsevier, vol. 183(C), pages 1-45.
  69. Kathleen Ngangoué, M., 2021. "Learning under ambiguity: An experiment in gradual information processing," Journal of Economic Theory, Elsevier, vol. 195(C).
  70. Nick Saponara, 2018. "Bayesian optimism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 375-406, August.
  71. Giulianella Coletti & Davide Petturiti & Barbara Vantaggi, 2019. "Dutch book rationality conditions for conditional preferences under ambiguity," Annals of Operations Research, Springer, vol. 279(1), pages 115-150, August.
  72. Chambers, Robert G. & Melkonyan, Tigran, 2009. "Smoothing preference kinks with information," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 173-189, September.
  73. Lapied, André & Toquebeuf, Pascal, 2012. "Dynamically consistent CEU preferences on f-convex events," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256.
  74. Igor Kopylov, 2016. "Subjective probability, confidence, and Bayesian updating," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 635-658, October.
  75. Takao Asano & Hiroyuki Kojima, 2018. "Consequentialism and Dynamic Consistency in Updating Ambiguous Beliefs," KIER Working Papers 987, Kyoto University, Institute of Economic Research.
  76. Gaurab Aryal & Dong-Hyuk Kim, 2013. "Emprical Relevance of Ambiguity in First Price Auction Models," ANU Working Papers in Economics and Econometrics 2013-607, Australian National University, College of Business and Economics, School of Economics.
  77. Joseph Y. Halpern & Samantha Leung, 2016. "Minimizing regret in dynamic decision problems," Theory and Decision, Springer, vol. 81(1), pages 123-151, June.
  78. Elchin Suleymanov, 2025. "Robust Maximum Likelihood Updating," Papers 2504.17151, arXiv.org, revised Dec 2025.
  79. Sebastian Schweighofer-Kodritsch, 2024. "Bounded Rationality, Beliefs, and Behavior," Berlin School of Economics Discussion Papers 0037, Berlin School of Economics.
  80. Dominiak, Adam, 2013. "Iterated Choquet expectations: A possibility result," Economics Letters, Elsevier, vol. 120(2), pages 155-159.
  81. Alfio Giarlotta & Angelo Petralia, 2024. "Simon’s bounded rationality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(1), pages 327-346, June.
  82. David Dillenberger & Kareen Rozen, 2011. "History-Dependent Risk Attitude, Second Version," PIER Working Paper Archive 12-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 14 Jul 2012.
  83. Takashi Hayashi, 2011. "Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret," Theory and Decision, Springer, vol. 70(4), pages 399-430, April.
  84. Takashi Hayashi, 2008. "Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret," KIER Working Papers 659, Kyoto University, Institute of Economic Research.
  85. Carvalho, M., 2012. "Static vs Dynamic Auctions with Ambiguity Averse Bidders," Discussion Paper 2012-022, Tilburg University, Center for Economic Research.
  86. Georgalos, Konstantinos, 2021. "Dynamic decision making under ambiguity: An experimental investigation," Games and Economic Behavior, Elsevier, vol. 127(C), pages 28-46.
  87. Aurélien Baillon & Han Bleichrodt & Umut Keskin & Olivier l’Haridon & Chen Li, 2018. "The Effect of Learning on Ambiguity Attitudes," Management Science, INFORMS, vol. 64(5), pages 2181-2198, May.
  88. Yucheng Liang, 2025. "Learning from Unknown Information Sources," Management Science, INFORMS, vol. 71(5), pages 3873-3890, May.
  89. Minnich, Aljoscha & Roggenkamp, Hauke & Lange, Andreas, 2024. "Ambiguity attitudes and surprises: Experimental evidence on communicating new information within a large population sample," Journal of Economic Behavior & Organization, Elsevier, vol. 228(C).
  90. Kellner, Christian & Le Quement, Mark T. & Riener, Gerhard, 2022. "Reacting to ambiguous messages: An experimental analysis," Games and Economic Behavior, Elsevier, vol. 136(C), pages 360-378.
  91. Spyros Galanis & Christos A Ioannou & Stelios Kotronis, 2024. "Information Aggregation Under Ambiguity: Theory and Experimental Evidence," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(6), pages 3423-3467.
  92. Gumen, Anna & Savochkin, Andrei, 2013. "Dynamically stable preferences," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1487-1508.
  93. Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
  94. Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009. "Recursive smooth ambiguity preferences," Journal of Economic Theory, Elsevier, vol. 144(3), pages 930-976, May.
  95. Gregorio Curello, 2024. "Monotone Decision Rules and Supermodularity," CRC TR 224 Discussion Paper Series crctr224_2024_567, University of Bonn and University of Mannheim, Germany.
  96. Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023. "Recursive Preferences and Ambiguity Attitudes," Carlo Alberto Notebooks 695 JEL Classification: C, Collegio Carlo Alberto.
  97. Daniel Heyen, 2018. "Ambiguity aversion under maximum-likelihood updating," Theory and Decision, Springer, vol. 84(3), pages 373-386, May.
  98. Dillenberger, David & Rozen, Kareen, 2015. "History-dependent risk attitude," Journal of Economic Theory, Elsevier, vol. 157(C), pages 445-477.
  99. Dominiak, Adam & Lefort, Jean-Philippe, 2015. "“Agreeing to disagree” type results under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 119-129.
  100. Hayashi, Takashi, 2009. "Stopping with anticipated regret," Journal of Mathematical Economics, Elsevier, vol. 45(7-8), pages 479-490, July.
  101. Xiaoyu Cheng, 2019. "Relative Maximum Likelihood Updating of Ambiguous Beliefs," Papers 1911.02678, arXiv.org, revised Oct 2021.
  102. Shishkin, Denis & Ortoleva, Pietro, 2023. "Ambiguous information and dilation: An experiment," Journal of Economic Theory, Elsevier, vol. 208(C).
  103. repec:dau:papers:123456789/7333 is not listed on IDEAS
  104. Aljoscha Minnich & Hauke Roggenkamp & Andreas Lange, 2023. "Ambiguity Attitudes and Surprises: Experimental Evidence on Communicating New Information within a Large Population Sample," CESifo Working Paper Series 10783, CESifo.
  105. Michael Greinecker & Christoph Kuzmics, 2026. "Limit Orders and Knightian Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 67(1), pages 353-363, February.
  106. Alexander Zimper, 2011. "Do Bayesians Learn Their Way Out of Ambiguity?," Decision Analysis, INFORMS, vol. 8(4), pages 269-285, December.
  107. Aurélien Baillon & Han Bleichrodt & Umut Keskin & Olivier L'Haridon & Author-Name: Chen Li, 2013. "Learning under ambiguity: An experiment using initial public offerings on a stock market," Economics Working Paper Archive (University of Rennes & University of Caen) 201331, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
  108. J. Ford & D. Kelsey & W. Pang, 2013. "Information and ambiguity: herd and contrarian behaviour in financial markets," Theory and Decision, Springer, vol. 75(1), pages 1-15, July.
  109. Faro, José Heleno & Lefort, Jean Philippe, 2013. "Dynamic Objective and Subjective Rationality," Insper Working Papers wpe_312, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  110. repec:dau:papers:123456789/7357 is not listed on IDEAS
  111. Pahlke, Marieke, 2022. "Dynamic Consistency and Ambiguous Communication," VfS Annual Conference 2022 (Basel): Big Data in Economics 264027, Verein für Socialpolitik / German Economic Association.
  112. Han Bleichrodt & Jurgen Eichberger & Simon Grant & David Kelsey & Chen Li, 2018. "A Test of Dynamic Consistency and Consequentialism in the Presence of Ambiguity," Discussion Papers 1803, University of Exeter, Department of Economics.
  113. Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023. "Recursive Preferences and Ambiguity Attitudes," Papers 2304.06830, arXiv.org, revised Jan 2026.
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