不确定性下的不完全偏好:信念与品味中的犹豫不决

Incomplete Preferences Under Uncertainty: Indecisiveness in Beliefs versus Tastes

Econometrica · 2012
被引 115
人大 A+FT50ABS 4*

中文导读

研究了没有完备性公理的Anscombe-Aumann决策模型,区分了信念和品味两种犹豫不决,并公理化刻画了单一先验期望多效用模型,最后在独立性和连续性下用部分完备性性质联合刻画了两种模型。

Abstract

We investigate the classical Anscombe–Aumann model of decision-making under uncertainty without the completeness axiom. We distinguish between the dual traits of “indecisiveness in beliefs” and “indecisiveness in tastes.” The former is captured by the Knightian uncertainty model, the latter by the single-prior expected multi-utility model. We characterize axiomatically the latter model. Then we show that, under independence and continuity, these two models can be jointly characterized by means of a partial completeness property.

不完全偏好不确定性信念犹豫品味犹豫