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Related papers: An Ellsberg paradox for ambiguity aversion

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The Allais and Ellsberg paradoxes show that the expected utility hypothesis and Savage's Sure-Thing Principle are violated in real life decisions. The popular explanation in terms of 'ambiguity aversion' is not completely accepted. On the…

Physics and Society · Physics 2013-01-08 Diederik Aerts , Sandro Sozzo

The Machina thought experiments pose to major non-expected utility models challenges that are similar to those posed by the Ellsberg thought experiments to subjective expected utility theory (SEUT). We test human choices in the `Ellsberg…

Economics · Quantitative Finance 2018-08-09 Diederik Aerts , Suzette Geriente , Catarina Moreira , Sandro Sozzo

Ambiguity and ambiguity aversion have been widely studied in decision theory and economics both at a theoretical and an experimental level. After Ellsberg's seminal studies challenging subjective expected utility theory (SEUT), several…

Physics and Society · Physics 2018-03-20 Diederik Aerts , Sandro Sozzo

We conduct an incentivized experiment on a nationally representative US sample \\ (N=708) to test whether people prefer to avoid ambiguity even when it means choosing dominated options. In contrast to the literature, we find that 55\% of…

Theoretical Economics · Economics 2022-11-22 Brian Jabarian , Simon Lazarus

The 'expected utility hypothesis' and 'Savage's Sure-Thing Principle' are violated in real life decisions, as shown by the 'Allais' and 'Ellsberg paradoxes'. The popular explanation in terms of 'ambiguity aversion' is not completely…

Physics and Society · Physics 2013-01-07 Diederik Aerts , Sandro Sozzo

{\it Ellsberg thought experiments} and empirical confirmation of Ellsberg preferences pose serious challenges to {\it subjective expected utility theory} (SEUT). We have recently elaborated a quantum-theoretic framework for human decisions…

Artificial Intelligence · Computer Science 2019-02-20 Sandro Sozzo

The 'expected utility hypothesis' is one of the foundations of classical approaches to economics and decision theory and Savage's 'Sure-Thing Principle' is a fundamental element of it. It has been put forward that real-life situations…

Physics and Society · Physics 2012-03-28 Diederik Aerts , Bart D'Hooghe , Sandro Sozzo

We provide here a general mathematical framework to model attitudes towards ambiguity which uses the formalism of quantum theory as a ``purely mathematical formalism, detached from any physical interpretation''. We show that the…

Artificial Intelligence · Computer Science 2020-06-23 Sandro Sozzo

Empirical evidence has confirmed that quantum effects occur frequently also outside the microscopic domain, while quantum structures satisfactorily model various situations in several areas of science, including biological, cognitive and…

Physics and Society · Physics 2015-12-31 Diederik Aerts , Sandro Sozzo , Jocelyn Tapia

Despite the impressive success of quantum structures to model long-standing human judgement and decision puzzles, the {\it quantum cognition research programme} still faces challenges about its explanatory power. Indeed, quantum models…

Neurons and Cognition · Quantitative Biology 2019-04-05 Sandro Sozzo

The Ellsberg and Machina paradoxes reveal that expected utility theory is problematical when real subjects take decisions under uncertainty. Suitable generalizations of expected utility exist which attempt to solve the Ellsberg paradox, but…

Physics and Society · Physics 2013-01-08 Diederik Aerts , Sandro Sozzo , Jocelyn Tapia

We present a formal measure of argument strength, which combines the ideas that conclusions of strong arguments are (i) highly probable and (ii) their uncertainty is relatively precise. Likewise, arguments are weak when their conclusion…

Artificial Intelligence · Computer Science 2017-03-10 Niki Pfeifer , Hanna Pankka

Expected utility theory (EUT) is widely used in economic theory. However, its subjective probability formulation, first elaborated by Savage, is linked to Ellsberg-like paradoxes and ambiguity aversion. This has led various scholars to work…

Economics · Quantitative Finance 2019-02-12 Diederik Aerts , Emmanuel Haven , Sandro Sozzo

In this paper, we propose an interpretation of the Hilbert space method used in quantum theory in the context of decision making under uncertainty. For a clear comparison we will stay as close as possible to the framework of SEU suggested…

Quantum Physics · Physics 2017-07-25 Juergen Eichberger , Hans Juergen Pirner

Preferences for mixing can reveal ambiguity perception and attitude on a single event. The validity of the approach is discussed for multiple preference classes including maxmin, maxmax, variational, and smooth second-order preferences. An…

Econometrics · Economics 2024-08-16 Patrick Schmidt

This paper is motivated by the questions of how to give the concept of probability an adequate real-world meaning, and how to explain a certain type of phenomenon that can be found, for instance, in Ellsberg's paradox. It attempts to answer…

Other Statistics · Statistics 2022-03-25 Russell J. Bowater

In their article, "Egalitarianism under Severe Uncertainty", Philosophy and Public Affairs, 46:3, 2018, Thomas Rowe and Alex Voorhoeve develop an original moral decision theory for cases under uncertainty, called "pluralist egalitarianism…

Theoretical Economics · Economics 2020-04-28 Brian Jabarian

Decision under ambiguity (uncertainty with unknown probabilities) has been attracting attention in behavioral and neuroeconomics. However, recent neuroimaging studies have mainly focused on gain domains while little attention has been paid…

Neurons and Cognition · Quantitative Biology 2012-11-27 Keigo Inukai , Taiki Takahashi

We design and implement lab experiments to evaluate the normative appeal of behavior arising from models of ambiguity-averse preferences. We report two main empirical findings. First, we demonstrate that behavior reflects an incomplete…

Theoretical Economics · Economics 2024-07-26 Christoph Kuzmics , Brian W. Rogers , Xiannong Zhang

Recent experiments have perfectly verified the fact that quantum correlations between two entangled particles are stronger than any classical, local pre-quantum worldview allows. This is famously called the EPR paradox first conceived as a…

History and Philosophy of Physics · Physics 2016-04-25 David Weinbaum
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