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Preference for Exibility Over Many Periods. (1998)

Abstract
We consider the extension of the classical problem of preference for exibility to many periods. Preferences are dened over sets of innite paths of choices. The main result provides a set of axioms on preferences that yield an additive representation over a subjective state space. This space is the set of preferences over choice today and feasible set tomorrow. The main new axiom, policy dominance, is a stronger form of the assumption of monotonicity. The author wishes to thank Eddie Dekel, David Kreps, Bart Lipman, Salvatore Modica, Jean-Francois Mertens, Peter Wakker for illuminating conversations. 1 1 Introduction Flexibility is the luxury of a second thought, the ability of revising one's previous plans, or even leaving them vague, until the time to choose comes. This luxury, however, comes with a cost that an individual would not want to bear without a good reason. Why exibility? In a deterministic world, a rational individual who has a perfect understanding of the world he ...

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Type text
Language English