I study how to model various strategic interactions with incomplete information and how to
properly analyze them. The first chapter of the dissertation suggests new solution concepts …

We present a distribution-free model of incomplete-information games, both with and without
private information, in which the players use a robust optimization approach to contend with …

What do ambiguity averse decision makers do when they are not picking balls out of urns—
when they find themselves in contexts that are 'more realistic'in terms of economic …

We define Nash equilibrium for two-person normal-form games in the presence of Knightian
uncertainty. Using the formalization of Schmeidler and Gilboa, we show that Nash …

This paper studies n-player games where players' beliefs about their opponents' behaviour
are modelled as non-additive probabilities. The concept of an “equilibrium under …

This paper introduces ambiguous games, a modification of the normal form that allows the
presence of vagueness in players' beliefs over the opponents' choice of strategies. An …

A rational expectations econometrician or calibrator typically attributes no concern about
specification error to agents even as he shuttles among alternative specifications. 1 Decision …

Many decisions involve both imprecise probabilities and intractable states of the world.
Objective expected utility assumes unambiguous probabilities; subjective expected utility …

This paper constructs a space of states of the world representing the exhaustive uncertainty
facing each player in a strategic situation. The innovation is that preferences are restricted …

Abstract Ellsberg's (1961) famous paradox shows that decision-makers give events with
'known'probabilities a higher weight in their outcome evaluation. In the same article, Ellsberg …