不完全偏好下的主观期望效用

Subjective Expected Utility With Incomplete Preferences

Econometrica · 2013
被引 129
人大 A+FT50ABS 4*

中文导读

将主观期望效用模型扩展到包含不完全信念和偏好,提出两种公理化表示,并引入奈特不确定性和完全信念下期望多效用模型的新公理化。

Abstract

This paper extends the subjective expected utility model of decision making under uncertainty to include incomplete beliefs and tastes. The main results are two axiomatizations of the multiprior expected multiutility representations of preference relations under uncertainty. The paper also introduces new axiomatizations of Knightian uncertainty and the expected multiutility model with complete beliefs.

主观期望效用不完全偏好多先验期望多效用奈特不确定性