部分不确定性下的选择

Choice under Partial Uncertainty

International Economic Review · 1993
被引 38
人大 AABS 4

中文导读

分析决策者不使用主观概率、仅凭信念排序进行选择的问题,提出三种决策规则,并用确定事件原则替代常用的状态合并公理。

Abstract

This paper analyzes problems of choice under uncertainty where a decisionmaker does not use subjective probabilities. The decisionmaker has a set of beliefs about which states are more likely than others, but his beliefs cannot be represented as subjective probabilities. Three main kinds of decision rules are possible in this framework. These are maximin-type, maximax-type, and choosing that action that gives the highest payoff in the state, which the decisionmaker believes to be most likely. The author replaces the commonly used 'merger of states' axiom with a version of the sure-thing principle. Copyright 1993 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.

部分不确定性决策规则主观概率缺失确定事件原则