Decision Making under Uncertainty: A Game of Two Selves

Jianming Xia

Papers from arXiv.org

Abstract: In this paper we characterize the niveloidal preferences that satisfy the Weak Order, Monotonicity, Archimedean, and Weak C-Independence Axioms from the point of view of an intra-personal, leader-follower game. We also show that the leader's strategy space can serve as an ambiguity aversion index.

Date: 2020-12
New Economics Papers: this item is included in nep-mic and nep-upt
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