DECISION THEORY UNDER AMBIGUITY
综述了不确定性或模糊性下决策的最新进展，介绍了模糊敏感偏好模型（如Choquet期望效用、最大最小期望效用等），区分了完全主观模型与包含明确信息的模型，并回顾了模糊厌恶的定义、实验文献及经济应用。
Abstract We review recent advances in the field of decision making under uncertainty or ambiguity. We start with a presentation of the general approach to a decision problem under uncertainty, as well as the ‘standard’ Bayesian treatment and issues with this treatment. We present more general approaches (Choquet expected utility, maximin expected utility, smooth ambiguity and so forth) that have been developed in the literature under the name of models of ambiguity sensitive preferences. We draw a distinction between fully subjective models and models incorporating explicitly some information. We review definitions and characterizations of ambiguity aversion in these models. We mention the challenges posed by some of the models presented. We end with a review of part of the experimental literature and applications of these models to economic settings.