量化信念的一个一般性结果

A General Result for Quantifying Beliefs

Econometrica · 1994
被引 10
人大 A+FT50ABS 4*

中文导读

给出了在信息模糊或缺乏时,用非可加概率(容量测度)量化个人信念的条件,并推导出几种决策模型作为特例。

Abstract

This paper presents conditions under which a person's beliefs about the occurrence of uncertain events are quantified by a capacity measure, i.e., a nonadditive probability. Additivity of probability is violated in a large number of applications where probabilities are vague or ambiguous due to lack of information.The key feature of the theory presented in this paper is a separation of the derivation of capacities for events from a specific choice model. This is akin to eliciting a probability distribution for a random variable without committing to a specific decision model. Conditions are given under which Choquet expected utility, the Machina-Schmeidler probabilistically sophisticated model, and subjective expected utility can be derived as special cases of our general model.

非可加概率容量测度Choquet期望效用主观概率