Arbeitspapier
Characterization of time-consistent sets of measures in finite trees
In this paper we give an alternative characterization for time-consistent sets of measures in a discrete setting. For each measure P in a time-consistent set Ρ we get a distinct set of predictable processes which in return decribe the P uniquely. This implies we get a one-to-one correspondence between time-consistent sets of measures and sets of predictable processes with specific features.
- Language
-
Englisch
- Bibliographic citation
-
Series: Working Papers ; No. 434
- Classification
-
Wirtschaft
Criteria for Decision-Making under Risk and Uncertainty
- Subject
-
Multiple Priors
Time-Consistency
Ambiguity
Uncertainty Aversion
Entscheidung bei Unsicherheit
Risikoaversion
Erwartungsnutzen
Zeitkonsistenz
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Bier, Monika
- Event
-
Veröffentlichung
- (who)
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Bielefeld University, Institute of Mathematical Economics (IMW)
- (where)
-
Bielefeld
- (when)
-
2010
- Handle
- URN
-
urn:nbn:de:hbz:361-17050
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Bier, Monika
- Bielefeld University, Institute of Mathematical Economics (IMW)
Time of origin
- 2010
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Characterization of time-consistent sets of measures in finite trees
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Midconvexity for finite sets
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Finite-size bosonization and self-consistent harmonic approximation
Top-k Entity Augmentation using Consistent Set Covering
Representations of Infinite Tree Sets
Characterization of time-consistent sets of measures in finite trees
Carleson Measures on Locally Finite Trees
Multifacility Location Problems with Tree Structure and Finite Dominating Sets
Reconstruction of time-consistent species trees
Finite majorizing measures
Finite majorizing measures
Equilibrium measures on trees
Midconvexity for finite sets
Consistent time-integration of finite elasto-plasto-dynamics
Finite-size bosonization and self-consistent harmonic approximation
Top-k Entity Augmentation using Consistent Set Covering