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919期 7月13日 :Information order in monotone decision problems under uncertainty (Li Jian, Assistant Professor, McGill University)

【主讲】Li Jian (Assistant Professor, McGill University)

【主题】Information order in monotone decision problems under uncertainty

【时间】2018年7月13日 (周五) 12:00-13:30

【地点】上海财经大学经济学院楼702室

【语言】英文

【摘要】This paper examines the robustness of Lehmann’s ranking of experiments (Lehmann, 1988) for decisionmakers who are uncertainty-averse à la Cerreia-Vioglio et al.(2011). Assuming commitment, the main result says for all uncertainty-averse indices satisfying some mild assumptions, Lehmann’s informativeness ranking is equivalent to the induced uncertainty-averse value ranking of experiments for all agents with single-crossing vNM utility indices. Our finding suggests that Lehmann’s ranking can be a useful enrichment of Blackwell’s ranking for monotone decision problems even if ambiguity is present.

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