Ambiguity Without a State Space
提出一种不依赖状态空间的客观模糊性理论，通过后果抽奖集合同类表征，用非线性变换和二阶测度权重刻画模糊厌恶，并定义了比较模糊厌恶。
Many decisions involve both imprecise probabilities and intractable states of the world. Objective expected utility assumes unambiguous probabilities; subjective expected utility assumes a completely specified state space. This paper analyses a third domain of preference: sets of consequential lotteries. Using this domain, we develop a theory of objective ambiguity without explicit reference to any state space. We characterize a representation that integrates a non-linear transformation of first-order expected utility with respect to a second-order measure. The concavity of the transformation and the weighting of the measure capture ambiguity aversion. We propose a definition for comparative ambiguity aversion. Copyright 2008, Wiley-Blackwell.