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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Papers ; No. 434
- Klassifikation
-
Wirtschaft
Criteria for Decision-Making under Risk and Uncertainty
- Thema
-
Multiple Priors
Time-Consistency
Ambiguity
Uncertainty Aversion
Entscheidung bei Unsicherheit
Risikoaversion
Erwartungsnutzen
Zeitkonsistenz
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Bier, Monika
- Ereignis
-
Veröffentlichung
- (wer)
-
Bielefeld University, Institute of Mathematical Economics (IMW)
- (wo)
-
Bielefeld
- (wann)
-
2010
- Handle
- URN
-
urn:nbn:de:hbz:361-17050
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Bier, Monika
- Bielefeld University, Institute of Mathematical Economics (IMW)
Entstanden
- 2010
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