偏好的条件化与加总

Conditioning and Aggregation of Preferences

Econometrica · 1997
被引 65
人大 A+FT50ABS 4*

中文导读

构建了一个在不确定性下建模选择的一般框架,将主观期望效用扩展到包含不可分离性、状态依赖性和主观或定义模糊的后果,通过条件偏好间接建模后果,并研究条件效用的加总,包括失望、后悔和信息主观价值等应用。

Abstract

This paper develops a general framework for modeling choice under uncertainty that extends subjective expected utility to include nonseparabilities, state-dependence, and the effect of subjective or ill defined consequences. This is accomplished by not including consequences among the formal primitives. Instead, the effect of consequences is modeled indirectly, through conditional preferences over acts. The main results concern the aggregation of conditional utilities to form an unconditional utility, including the case of additive aggregation. Applications, obtained by further specifying the structure of acts and conditional preferences, include disappointment, regret, and the subjective value of information.

条件偏好非可加性状态依赖主观期望效用