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Comparisons of Ambiguous Experiments

Abstract : An ambiguous statistical experiment is a set of joint probability distributions over states and signals. This note compares ambiguous experiments from the point of view of an ambiguity averse decision maker and extends the Blackwell (1951, 1953) ordering to this setting.
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https://hal-hec.archives-ouvertes.fr/hal-02011419
Contributor : Antoine Haldemann <>
Submitted on : Thursday, February 7, 2019 - 9:01:43 PM
Last modification on : Wednesday, August 5, 2020 - 3:13:54 AM

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  • HAL Id : hal-02011419, version 1

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Fabien Gensbittel, Ludovic Renou, Tristan Tomala. Comparisons of Ambiguous Experiments. 2015. ⟨hal-02011419⟩

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