可数可加的主观概率

Countably Additive Subjective Probabilities

Review of Economic Studies · 1997
被引 24
人大 A+FT50ABS 4*

中文导读

Savage公理隐含的主观概率是有限可加而非可数可加的,这导致占优悖论、钱泵等问题。本文通过将有限可加概率重新解释为更大状态空间上可数可加概率的“迹”,统一解决了这些悖论。

Abstract

The subjective probabilities implied by Savage's (1954, 1972) Postulates are finitely but not countably additive. The failure of countable additivity leads to two known classes of dominance paradoxes, money pumps and indifference between an act and one that pointwise dominates it. There is a common resolution to these classes of paradoxes and to any others that might arise from failures of countably additivity. It consists of reinterpreting finitely additive probabilities as the "traces" of countably additive probabilities on larger state spaces. The new and larger state spaces preserve the essential decision-theoretic structures of the original spaces.

主观概率可数可加性有限可加性萨维奇公理支配悖论