TY  - GEN
AB  - In this paper we give an alternative characterization for time-consistent sets of measures in a discrete setting. For each measure \mathbb{P} in a time-consistent set \mathcal{P} we get a distinct set of predictable processes which in return decribe the \mathbb{P} uniquely. This implies we get a one-to-one correspondence between time-consistent sets of measures and sets of predictable processes with specific features.
DA  - 2010
KW  - Uncertainty aversion
KW  - Time consistency
KW  - Ambiguity
KW  - Multiple priors
LA  - eng
PY  - 2010
SN  - 0931-6558
TI  - Characterization of time-consistent sets of measures in finite trees
UR  - https://nbn-resolving.org/urn:nbn:de:0070-bipr-47926
Y2  - 2024-11-22T04:26:10
ER  -