Modelos de escolha perante incertezas incorporando ambiguidade se tornaram uma tema importante de pesquisa após a apresentação do Paradoxo de Ellsberg. O intuito do presente trabalho é contribuir para essa área do conhecimento através de uma análise mais detalhada do modelo de preferências Bewley Variacional. Primeiro foi feita uma revisão bibliográfica da literatura, culminando no modelo em questão e finalmente sugerindo uma abordagem do axioma da independência / Models of choice with uncertainty that allows for ambiguity to be present have become an important subject of research after Ellsbergs Paradox. This work aims to contribute to this area of knowledge through a more detailed analysis of the model Variational Bewley Preferences. First we present a survey of the literature, then analyse and finally suggest a further understanding of Faros model with respect to the independence axiom

Modelos de escolha perante incertezas incorporando ambiguidade se tornaram uma tema importante de pesquisa após a apresentação do Paradoxo de Ellsberg. O intuito do presente trabalho é contribuir para essa área do conhecimento através de uma análise mais detalhada do modelo de preferências Bewley Variacional. Primeiro foi feita uma revisão bibliográfica da literatura, culminando no modelo em questão e finalmente sugerindo uma abordagem do axioma da independência / Models of choice with uncertainty that allows for ambiguity to be present have become an important subject of research after Ellsbergs Paradox. This work aims to contribute to this area of knowledge through a more detailed analysis of the model Variational Bewley Preferences. First we present a survey of the literature, then analyse and finally suggest a further understanding of Faros model with respect to the independence axiom

The alleged privacy paradox states that individuals report high values for personal privacy, while at the same time they report behavior that contradicts a high privacy value. This is a misconception. Reported privacy behaviors are explained by asymmetric subjective beliefs. Beliefs may or may not be uncertain, and non-neutral attitudes towards uncertainty are not necessary to explain behavior. This research was conducted in three related parts. Part one presents an experiment in individual decision making under uncertainty. Ellsberg's canonical two-color choice problem was used to estimate attitudes towards uncertainty. Subjects believed bets on the color ball drawn from Ellsberg's ambiguous urn were equally likely to pay. Estimated attitudes towards uncertainty were insignificant. Subjective expected utility explained subjects' choices better than uncertainty aversion and the uncertain priors model. A second treatment tested Vernon Smith's conjecture that preferences in Ellsberg's problem would be unchanged when the ambiguous lottery is replaced by a compound objective lottery. The use of an objective compound lottery to induce uncertainty did not affect subjects' choices. The second part of this dissertation extended the concept of uncertainty to commodities where quality and accuracy of a quality report were potentially ambiguous. The uncertain priors model is naturally extended to allow for potentially different attitudes towards these two sources of uncertainty, quality and accuracy. As they relate to privacy, quality and accuracy of a quality report are seen as metaphors for online security and consumer trust in e-commerce, respectively. The results of parametric structural tests were mixed. Subjects made choices consistent with neutral attitudes towards uncertainty in both the quality and accuracy domains. However, allowing for uncertainty aversion in the quality domain and not the accuracy domain outperformed the alternative which only allowed for uncertainty aversion in the accuracy domain. Finally, part three integrated a public-goods game and punishment opportunities with the Becker-DeGroot-Marschak mechanism to elicit privacy values, replicating previously reported privacy behaviors. The procedures developed elicited punishment (consequence) beliefs and information confidentiality beliefs in the context of individual privacy decisions. Three contributions are made to the literature. First, by using cash rewards as a mechanism to map actions to consequences, the study eliminated hypothetical bias as a confounding behavioral factor which is pervasive in the privacy literature. Econometric results support the 'privacy paradox' at levels greater than 10 percent. Second, the roles of asymmetric beliefs and attitudes towards uncertainty were identified using parametric structural likelihood methods. Subjects were, in general, uncertainty neutral and believed 'bad' events were more likely to occur when their private information was not confidential. A third contribution is a partial test to determine which uncertain process, loss of privacy or the resolution of consequences, is of primary importance to individual decision-makers. Choices were consistent with uncertainty neutral preferences in both the privacy and consequences domains.

Dans la plupart des situations concrètes de choix, les décideurs ne peuvent pas prédire le résultat de leur action avec certitude. La théorie de la décision distingue généralement entre le cas typique du risque, où les probabilités des différents événements sont connus objectivement, et la situation de l'ambiguïté, où le contexte informationnel ne permet pas d'établir de telles probabilités objectives.Cependant, les agents détiennent souvent de l'information partielle sous la forme d'ensembles d'observations passées, conduisant à des situations qui dépassent la dichotomie traditionnelle entre probabilités connues et inconnues.Cette thèse fournit une analyse empirique des comportements de décision en situation d'incertitude lorsque de l'information statistique est disponible. Les deux premiers chapitres portent sur les comportements de choix en présence d'information, c'est-à-dire lorsque les différentes options sont décrites par des ensembles de données ex ante. Ces chapitres étudient l'influence de la précision de l'information sur la perception de l'ambiguïté et sur les attitudes vis-à-vis du risque et de l'ambiguïté.Dans le troisième chapitre, je considère le cas dans lequel les agents ne sont pas informés et ont l'opportunité d'acquérir de l'information. Ce chapitre propose une expérience dont l'objectif est d'étudier la manière dont les individus évaluent l'information additionnelle. / In most real-life choice situations, decision makers cannot predict the outcome of their action with certainty. Decision theory generally distinguishes between the typical case of risk, in which the probabilities of the different events are objectively known, and the situation of ambiguity, in which the informational context does not allow such objective probability judgment. However, agents are often provided with partial information consisting of past observations, leading to situations beyond the traditional known-unknown probabilities dichotomy.This thesis empirically investigates decision-making under uncertainty when statistical information is available. The first two chapters focus on choice behaviors in the presence of information, i.e., when prospects are described by datasets ex ante. These chapters study the influence of information precision on the perception of ambiguity and on the attitudes towards risk and ambiguity. In the third chapter, I consider the situation in which agents are uninformed and have the opportunity to acquire information. This chapter proposes an experiment designed to explore the individual valuation for additional information.

Il est connu dans le domaine de la théorie des jeux que le livre The Strategy of Conflict a influencé un grand nombre de chercheurs et d'hommes de décisions depuis sa publication en 1960. Le but de ce projet de recherche est d'examiner ce que Thomas C. Schelling appelle la théorie des décisions interdépendantes (mutuaI dependance games) mieux connue sous le nom de jeux à somme non-nulle; ce qui a poussé à la création d'un nouveau concept de solution ainsi qu'un grand bagage de concepts qui permet de dire qu'une nouvelle théorie prenant le nom de théorie des conflits a été créée. Nous examinerons aussi les impacts (qu'on ressent encore aujourd'hui) de celle-ci. Il appert que ce qui a motivé Tom Schelling à écrire le livre en question The Strategy of Conflict prend naissance dans son insatisfaction par rapport au cadre d'analyse qu'offrait la théorie des jeux à la fin des années 50 et au début des années 60, pour la résolution de jeux d'interdépendances (mutuaI dependance games). Daniel Ellsberg, était lui aussi insatisfait avec la théorie des jeux à cette période Ellsberg et Schelling étaient aussi intéressés aux applications militaires Ce projet de recherche soutient; également que c'est, d'une certaine façon, l'interaction entre les deux hommes qui a rendu possible la création de ce qu'on connaît sous le nom de la théorie des conflits. Selon Schelling, cette nouvelle théorie pourrait permettre l'analyse et la prédiction de comportements durant une situation de conflit et permettrait de sortir gagnant de cette situation. Les applications potentielles de cette théorie sont très grandes, elles vont des comportements à adopter durant un conflit armé à l'art d'élever les enfants. ______________________________________________________________________________ MOTS-CLÉS DE L’AUTEUR : Thomas C. Schelling, Daniel Ellsberg, Théorie des Conflits, Théorie des Jeux.