An axiomatic approach to $\boldsymbol{\varepsilon}$ -contamination

Maxmin expected utility with non-unique prior

Itzhak Gilboa, David Schmeidler · Journal of Mathematical Economics · 1989 · 4.2K citations

Business, Mathematics, Decision Theory +8

A Definition of Subjective Probability

F. J. Anscombe, Robert J. Aumann · The Annals of Mathematical Statistics · 1963 · 1.8K citations · Full text

Natural Sciences, Psychology, Probability Theory +11

Ambiguity, Risk, and Asset Returns in Continuous Time

Zengjing Chen, Larry G. Epstein · Econometrica · 2002 · 1.1K citations · Full text

Business, Economics, Finance +14

An Axiomatic Approach to Measurable Utility

I. N. Herstein, John Milnor · Econometrica · 1953 · 714 citations

Business, Economics, Mathematics +9

Expected Utility with Purely Subjective Non-Additive Probabilities

Itzhak Gilboa · RePEc: Research Papers in Economics · 1985 · 169 citations · Full text

Business, Mathematics, Philosophy +14