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D'Ellsberg à Machina : les modèles de décision dans l'ambiguïté à l'épreuve de l'expérimentation

Abstract : How do decision makers act and how should they act when confronted with uncertainty ? Economic behavior under uncertainty is often influenced by the informational structure of the decision context. Remarkably, the joint presence (juxtaposition or combination) of two sources of uncertainty - namely risk (known probability) and ambiguity (unknown probability of events) - gives rise to behaviors that depart from standard models of decision making, subjective expected utility and its extension to non-additive probability, Choquet expected utility ; the essential behavioral component beyond paradoxes of uncertainty is (non neutral) attitude toward ambiguity. The studies reported in this thesis empirically investigate the heterogeneity of ambiguity attitudes in the light of the variability of the features of uncertainty. They deal with two main sorts of cases : the case where a decision maker faces two separate sources of uncertainty (two-color Ellsberg paradox) ; the case where a decision maker faces mixed sources of uncertainty (Machina paradox)
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Submitted on : Thursday, January 14, 2010 - 8:00:00 AM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM
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  • HAL Id : pastel-00005622, version 1



Laetitia Placido. D'Ellsberg à Machina : les modèles de décision dans l'ambiguïté à l'épreuve de l'expérimentation. Sciences de l'Homme et Société. HEC PARIS, 2009. Français. ⟨pastel-00005622⟩



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