Uncertainty aversion in game theory: Experimental evidence
通过实验室实验，研究了不确定性厌恶（风险厌恶与模糊厌恶的统称）对标准型博弈行为的影响，发现自身不确定性偏好和关于对手偏好的信念均显著影响策略行为，且关于对手风险偏好的信念影响更大。
This paper studies, using a laboratory experiment, the effects of uncertainty aversion (the union of risk aversion and ambiguity aversion) on behavior in a normal form game. We isolate and identify two components of uncertainty aversion in games: the effect of an agent’s own uncertainty preferences and effect of the agent’s beliefs regarding their opponent’s uncertainty preferences. Uncertainty preferences are correlated with behavior in games. Induced beliefs about the risk preferences of an opponent have a larger effect on strategic behavior than induced beliefs about an opponent’s ambiguity preferences, although both components have a significant effect on behavior. The results support the hypothesis that strategic uncertainty is an important determinant of strategic behavior, and that the response to strategic uncertainty is modulated by subject uncertainty attitudes.