最新进展:效用评估方法

State of the Art—Utility Assessment Methods

Management Science · 1984
被引 440 · 同刊同年前 8%
人大 A+FT50UTD24ABS 4*

中文导读

全面梳理了评估单维期望效用函数的方法,包括偏好比较、概率等价等七类方法,其中一半是首次提出,并重点分析了判断偏差,对多属性效用分解有参考价值。

Abstract

This paper is a comprehensive study of methods for assessing unidimensional expected utility functions. The paper describes the utility assessment process in decision analysis and then reviews problem formulation, sources of bias in preference judgments, and the analysis of risk attitudes. Two dozen utility assessment methods of which half appear for the first time are critically examined. These methods are grouped into preference comparison methods, probability equivalence methods, value equivalence methods, certainty equivalence methods, hybrid methods, paired-gamble methods, and other approaches. The paper emphasizes the nature of judgmental biases in comparing different assessment procedures. Since most multiattribute utility functions are decomposed into single-attribute functions, this study should facilitate such applications. The paper concludes with several directions for further developmental, empirical, and applied research.

效用评估方法单维期望效用函数偏好判断偏差风险态度分析