怀疑下的主观期望效用:SSB与加权线性效用作为期望效用的一种形式

SSB and Weighted Linear Utility As Expected Utility with Suspicion

Management Science · 1991
被引 27
人大 A+FT50UTD24ABS 4*

中文导读

证明,在合理条件下,一个“怀疑”的主观期望效用最大化者(即利用状态后果来评估状态概率)的行为等同于最大化加权线性效用或SSB效用,从而解释了更多SEU理论的实证违背。

Abstract

We show that a “suspicious” subjective expected utility (SEU) maximizer, i.e., one who treats potential consequences of states as information useful in assessing the probability of those states, may under reasonable circumstances act as though he were maximizing either weighted linear utility, or skew-symmetric bilinear (SSB) utility. SEU with suspicion, therefore, explains at least as many empirical violations of SEU theory as do these and similar models. We give examples to illustrate how several important types of SEU violations may seem to arise when suspicion is present.

加权线性效用SSB效用主观期望效用怀疑