Journal
JOURNAL OF ECONOMIC THEORY
Volume 146, Issue 4, Pages 1275-1330Publisher
ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.jet.2011.05.006
Keywords
Ambiguity; Games against nature; Smooth ambiguity preferences; Uncertainty aversion; Variational preferences
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We study uncertainty averse preferences, that is, complete and transitive preferences that are convex and monotone. We establish a representation result, which is at the same time general and rich in structure. Many objective functions commonly used in applications are special cases of this representation. (C) 2011 Elsevier Inc. All rights reserved.
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