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Tagged with bayesian-game uncertainty
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Existence of optimal strategy in a choice problem with uncertainty and information structure
Consider a decision maker choosing an action, $y$, from the finiteset $\mathcal{Y}$, possibly without having complete information about the state of the world.
More precisely, let $V$ be a ...
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Robust predictions in single-agent decision problem with uncertainty
I would like your help to better understand the possibility of using the notion of Bayes Correlated Equilibrium (BCE) in a single-agent decision problem with uncertainty to make predictions on optimal ...
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Optimal strategy in a single-agent choice problem under uncertainty
Consider the following single-agent choice problem under uncertainty.
Let $V$ be the state of the world with support $\mathcal{V}$ and probability distribution $P_V\in \Delta(\mathcal{v})$. First, ...