JOSÉ HELENO FARO
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Artigo Científico Alpha-maxmin as an aggregation of two selve(2024) Chateauneuf, Alain; JOSÉ HELENO FARO; Tallon, Jean-Marc; Vergopoulos, VassiliThis paper offers a novel perspective on the -maxmin model, taking its components as originating from distinct selves within the decision maker. Drawing from the notion of multiple selves prevalent in inter-temporal decision-making contexts, we present an aggregation approach where each self possesses its own preference relation. Contrary to existing interpretations, these selves are not merely a means to interpret the decision maker’s overall utility function but are considered as primitives. Through consistency requirements, we derive an -maxmin representation as an outcome of a convex combination of the preferences of two distinct selves. We first explore a setting involving objective information and then move on to a fully subjective derivation.Artigo Científico Ambiguity through confidence functions(2009) Chateauneuf, Alain; JOSÉ HELENO FAROWe characterize preference relations over bounded below Anscombe and Aumann’s acts and give necessary and sufficient conditions that guarantee the existence of a utility function u on consequences, a confidence function ϕ on the set of all probabilities over states of nature, and a positive threshold level of confidence ˛0 such that our preference relation has a functional representation J, where given an act f J(f) = min p ∈ L˛0 ϕ 1 ϕ(p) S u(f) dp. The level set L˛0ϕ := {p : ϕ(p) ≥ ˛0} reflects the priors held by the decision maker and the valueϕ(p) captures the relevance of prior p for his decision. The combination ofϕ and˛0 may describe the decision maker’s subjective assessment of available information. An important feature of our representation is the characterization of the maximal confidence function which allows us to obtain results on comparative ambiguity aversion and on special cases, namely the subjective expected utility, the Choquet expected utility with convex capacity, and the maxmin expected utilit