不精确风险下基于二阶信念的选择模型:非可加二阶信念与非线性二阶效用

Second order beliefs models of choice under imprecise risk: Nonadditive second order beliefs versus nonlinear second order utility

Theoretical Economics · 2014
被引 8
人大 AABS 4

中文导读

提出并公理化了一种新的二阶信念模型(SODEU),与现有SOSEU模型系统对比,并讨论了模糊态度和信息态度。

Abstract

This paper discusses models of choice under imprecise objective probabilistic information featuring beliefs about beliefs -- second order beliefs. A new model, called Second Order Dual Expected Utility (SODEU) featuring non-additive second order beliefs is introduced, axiomatized and systematically contrasted with the leading alternative model of this kind, the Second Order Subjective Expected Utility (SOSEU) model (Klibanoff, Marinacci, Mukerji, 2005; Nau, 2006; Seo, 2009) for which, for the sake of comparison, we provide a new axiomatization, dispensing with the complex constructs used in extant axiomatizations. Ambiguity attitude and attitude toward information in general are discussed and characterized.

二阶信念非可加二阶信念二阶对偶期望效用二阶主观期望效用