有限理性期望效用理论

Boundedly rational expected utility theory

Journal of Risk and Uncertainty · 2018
被引 23
ABS 3

中文导读

将期望效用理论嵌入有限理性决策过程,通过重复抽样积累证据直到达到信心水平,解释了违反标准公理的行为模式及选择概率、反应时间和信心判断的关系。

Abstract

We build a satisficing model of choice under risk which embeds Expected Utility Theory (EUT) into a boundedly rational deliberation process. The decision maker accumulates evidence for and against alternative options by repeatedly sampling from her underlying set of EU preferences until the evidence favouring one option satisfies her desired level of confidence. Despite its EUT core, the model produces patterns of behaviour that violate standard EUT axioms, while at the same time capturing systematic relationships between choice probabilities, response times and confidence judgments, which are beyond the scope of theories that do not take deliberation into account.

决策理论行为经济学有限理性期望效用理论