决策分析的基础:一路走来

Foundations of Decision Analysis: Along the Way

Management Science · 1989
被引 55
人大 A+FT50UTD24ABS 4*

中文导读

以个人视角回顾过去50年决策理论的发展,梳理了从Ramsey到Arrow的六个里程碑,并介绍了近30年在线性效用、主观概率、非线性偏好、随机占优、多属性效用和社会选择等领域的进展,适合对决策分析历史感兴趣的读者。

Abstract

This paper offers a personal perspective on the development of decision theory and related subjects during the past half century. It first reviews six milestones in the foundations of decision analysis that are associated with Frank P. Ramsey, John von Neumann and Oskar Morgenstern, Leonard J. Savage, Maurice Allais and Ward Edwards, West Churchman and Russell Ackoff, and Kenneth Arrow. It then gives a personal account of further developments over the past 30 years in linear utility theory, subjective probability and ambiguity, nonlinear preference and utility, stochastic dominance and inequality analysis, multiattribute utility theory, and the theory of social choice. The paper could be viewed as a supplement to my extensive review of utility theory in Management Science some 20 years ago. However, it makes no claim of completeness since its main aim is to recall important debts and describe what it has been like to be a part of the development of decision analysis in the past few decades.

决策分析效用理论主观概率社会选择