多属性非线性效用理论

Multiattribute Nonlinear Utility Theory

Management Science · 1984
被引 44
人大 A+FT50UTD24ABS 4*

中文导读

在Chew-MacCrimmon和Fishburn提出的非线性效用理论中,检验了类似冯·诺伊曼-摩根斯坦线性效用理论中的独立性公理,并证明属性间的独立性公理会导致非线性理论中的效用分解,与线性理论的标准分解相关。

Abstract

Independence axioms similar to those proposed for multiattribute von Neumann–Morgenstern linear utility theory are examined in the context of new nonlinear utility theories developed by Chew and MacCrimmon, and Fishburn. These new theories weaken the independence axiom of von Neumann and Morgenstern, and Fishburn's theory does not require preferences to be transitive. The paper shows that axioms for independence between attributes lead to decompositions of utility for the nonlinear theories that are related to standard decompositions for linear utility.

多属性非线性效用独立性公理效用分解偏好非传递性