A Single-Stage Approach to Anscombe and Aumann's Expected Utility
简化了安斯康姆和奥曼的主观期望效用推导,无需使用复合赌注,通过直接遵循概率和效用的引出步骤实现,对决策理论研究者有参考价值。
Anscombe and Aumann showed that if one accepts the existence of a physical randomizing device such as a roulette wheel then Savage's derivation of subjective expected utility can be considerably simplified. They, however, invoked compound gambles to define their axioms. We demonstrate that the subjective expected utility derivation can be further simplified and need not invoke compound gambles. Our simplification is obtained by closely following the steps by which probabilities and utilities are elicited.