Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:(Choquet Expected Utility). Showing records 1 – 2 of 2 total matches.

Search Limiters

Last 2 Years | English Only

No search limiters apply to these results.

▼ Search Limiters

1. Rongiconi, Thomas. Application du modèle de l'espérance d'utilité au sens de Choquet à quelques préférences atypiques : Applications of Choquet expected utility model to some atypical preferences.

Degree: Docteur es, Sciences économiques, 2015, Paris 2

Durant les dernières décennies, deux théories a priori contradictoires l’une avec l’autre,prétendent donner un fondement aux comportements des agents économiques. La théorie de la décision axiomatique, la plus ancienne cherche à décrire les comportements à partir du principe de rationalité, alors que l’économie comportementale se base principalement sur une analyse empirique et expérimentale. Cette thèse, prend le parti de réunir ces deux points de vues en mobilisant le concept de préférence incomplète. Leurs fléxibilités capturent de nombreux comportements observés lors des expériences, et leurs structures riches permettent une analyse normative. Dans cette optique, nous développons dans la première partie un modèle d’aversion au risque dynamique, en modélisant la notion de bienêtre par une relation de préférence incomplète. Nous montrons que le bien-être du décideur est représenté par deux psychologies contradictoires. La première traduit l’aversion au risque sur le long terme et, est représentée par le modèle de l’espérance d’utilité, la deuxième décrit une réaction plus émotionnelle face au risque, et est caractérisée par le modèle de l’espérance d’utilité au sens de Choquet. Dans la seconde partie, nous démontrons quelles sont les conditions comportementales, nécessaires et suffisantes permettant à une relation de préférences incomplète d’être représentée par l’intersection d’un ensemble de relation de préférences complètes vérifiant l’axiome de l’indépendance comonotone.

In recent decades, two theories which seems contradictory, claim that they can provide abasis for the behavior of economic agents, i.e the theory of decision and the behavioral economics. We have tried, in this thesis to unite these two points of view by mobilizing the concept of incomplete preference. We develop in the first part a model of time varying risk aversion: we show that the Decision Maker anticipates that the passage of time will have an effect on him outlook. By modeling the notion of well-being with a incomplete preference,we show that the welfare of the decision maker is represented by two contradictory psychologies. The first reflects the risk aversion in the long term and is represented by the model of expected utility, the second describes a more emotional response to risk, and is characterized by the model of Choquet expected utility. In the second part, we identify the behavioral conditions, both necessary and sufficient, in which an incomplete preference relation could be represented by the intersection of a set of complete and transitive preference relation satisfying the axiom of comonotone independence.

Advisors/Committee Members: Billot, Antoine (thesis director).

Subjects/Keywords: Préférences incomplètes; Espérance d'utilité au sens de Choquet; Espérance d'utilité; Economie comportementale; Théorie de la décision; Incompletes preferences; Choquet expected utility; Expected utility; Behavioral economics; Decision theory

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Rongiconi, T. (2015). Application du modèle de l'espérance d'utilité au sens de Choquet à quelques préférences atypiques : Applications of Choquet expected utility model to some atypical preferences. (Doctoral Dissertation). Paris 2. Retrieved from http://www.theses.fr/2015PA020092

Chicago Manual of Style (16th Edition):

Rongiconi, Thomas. “Application du modèle de l'espérance d'utilité au sens de Choquet à quelques préférences atypiques : Applications of Choquet expected utility model to some atypical preferences.” 2015. Doctoral Dissertation, Paris 2. Accessed September 23, 2020. http://www.theses.fr/2015PA020092.

MLA Handbook (7th Edition):

Rongiconi, Thomas. “Application du modèle de l'espérance d'utilité au sens de Choquet à quelques préférences atypiques : Applications of Choquet expected utility model to some atypical preferences.” 2015. Web. 23 Sep 2020.

Vancouver:

Rongiconi T. Application du modèle de l'espérance d'utilité au sens de Choquet à quelques préférences atypiques : Applications of Choquet expected utility model to some atypical preferences. [Internet] [Doctoral dissertation]. Paris 2; 2015. [cited 2020 Sep 23]. Available from: http://www.theses.fr/2015PA020092.

Council of Science Editors:

Rongiconi T. Application du modèle de l'espérance d'utilité au sens de Choquet à quelques préférences atypiques : Applications of Choquet expected utility model to some atypical preferences. [Doctoral Dissertation]. Paris 2; 2015. Available from: http://www.theses.fr/2015PA020092


University of Exeter

2. Hartmann, L. Perceived ambiguity, ambiguity attitude and strategic ambiguity in games.

Degree: PhD, 2019, University of Exeter

This thesis contributes to the theoretical work on decision and game theory when decision makers or players perceive ambiguity. The first article introduces a new axiomatic framework for ambiguity aversion and provides axiomatic characterizations for important preference classes that thus far had lacked characterizations. The second article introduces a new axiom called Weak Monotonicity which is shown to play a crucial role in the multiple prior model. It is shown that for many important preference classes, the assumption of monotonic preferences is a consequence of the other axioms and does not have to be assumed. The third article introduces an intuitive definition of perceived ambiguity in the multiple prior model. It is shown that the approach allows an application to games where players perceive strategic ambiguity. A very general equilibrium existence result is given. The modelling capabilities of the approach are highlighted through the analysis of examples. The fourth article applies the model from the previous article to a specific class of games with a lattice-structure. We perform comparative statics on perceived ambiguity and ambiguity attitude. We show that more optimism does not necessarily lead to higher equilibria when players have Alpha-Maxmin preferences. We present necessary and sufficient conditions on the structure of the prior sets for this comparative statics result to hold. The introductory chapter provides the basis of the four articles in this thesis. An overview of axiomatic decision theory, decision-making under ambiguity and ambiguous games is given. It introduces and discusses the most relevant results from the literature.

Subjects/Keywords: 330; Choquet Expected Utility; Balanced Capacities; Exact Capacities; Multiple Priors; Monotonicity; Weak Monotonicity; Maxmin Expected Utility; Subjective Expected Utility; Perceived Ambiguity; Ambiguity Attitude; Ambiguous Games; Alpha-Maxmin Preferences; Comparative Statics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hartmann, L. (2019). Perceived ambiguity, ambiguity attitude and strategic ambiguity in games. (Doctoral Dissertation). University of Exeter. Retrieved from http://hdl.handle.net/10871/35581

Chicago Manual of Style (16th Edition):

Hartmann, L. “Perceived ambiguity, ambiguity attitude and strategic ambiguity in games.” 2019. Doctoral Dissertation, University of Exeter. Accessed September 23, 2020. http://hdl.handle.net/10871/35581.

MLA Handbook (7th Edition):

Hartmann, L. “Perceived ambiguity, ambiguity attitude and strategic ambiguity in games.” 2019. Web. 23 Sep 2020.

Vancouver:

Hartmann L. Perceived ambiguity, ambiguity attitude and strategic ambiguity in games. [Internet] [Doctoral dissertation]. University of Exeter; 2019. [cited 2020 Sep 23]. Available from: http://hdl.handle.net/10871/35581.

Council of Science Editors:

Hartmann L. Perceived ambiguity, ambiguity attitude and strategic ambiguity in games. [Doctoral Dissertation]. University of Exeter; 2019. Available from: http://hdl.handle.net/10871/35581

.