严格不确定性:适度悲观决策者的一个准则

Strict Uncertainty: A Criterion for Moderately Pessimistic Decision Makers*

DECISION SCIENCES · 2002
被引 31
人大 AABS 3

中文导读

为严格不确定性下提出一种排序行动的决策规则,适用于适度悲观者,他们假设最佳结果不会发生,并证明在合理条件下存在一致的权重系统。

Abstract

ABSTRACT This paper proposes a decision rule to rank actions under strict uncertainty, the available information being limited to the states of nature, the set of alternative rows, and the consequence of choosing every row if a given state occurs. This rule is suitable to moderately pessimistic individuals and social groups, these agents being neither maximax nor maximin decision makers but people who assume that the best outcome from the action will not occur. For these decision makers the paper shows the existence of a consistent weight system in which one and only one weight is attached to each state of the world under plausible conditions of domination. Most of the traditional axioms are satisfied by the proposed ranking approach. In the frame of disappointment (measured by ranges of column dispersion), the meaning of some controversial postulates used in the literature is explained. The proposed criterion is a departure from Laplace's (1825) rule and from the remaining standard criteria. Only in the special case of equal column dispersion do both Laplace's rule and the proposed weights lead to the same solution.

决策理论不确定性悲观主义排序方法