Axiomatic Foundations of Multiplier Preferences
为Hansen和Sargent提出的乘子偏好（一种稳健控制准则）建立了公理化基础，将其与决策理论中的变分偏好联系起来，并建立了参数与可观测行为之间的关联，便于基于选择数据估计参数。
This paper axiomatizes the robust control criterion of multiplier preferences introduced by Hansen and Sargent (2001). The axiomatization relates multiplier preferences to other classes of preferences studied in decision theory, in particular, the variational preferences recently introduced by Maccheroni, Marinacci, and Rustichini (2006a). This paper also establishes a link between the parameters of the multiplier criterion and the observable behavior of the agent. This link enables measurement of the parameters on the basis of observable choice data and provides a useful tool for applications.