框架偶然性

Framing Contingencies

Econometrica · 2010
被引 72
人大 A+FT50ABS 4*

中文导读

研究了决策者对偶然事件的主观概率如何依赖于事件描述方式,提出一个基于状态空间划分的偏好族模型,并刻画了依赖于划分的期望效用表示。

Abstract

The subjective likelihood of a contingency often depends on the manner in which it is described to the decision maker. To accommodate this dependence, we introduce a model of decision making under uncertainty that takes as primitive a family of preferences indexed by partitions of the state space. Each partition corresponds to a description of the state space. We characterize the following partition-dependent expected utility representation. The decision maker has a nonadditive set function ν over events. Given a partition of the state space, she computes expected utility with respect to her partition-dependent belief, which weights each cell in the partition by ν. Nonadditivity of ν allows the probability of an event to depend on the way in which the state space is described. We propose behavioral definitions for those events that are transparent to the decision maker and those that are completely overlooked, and connect these definitions to conditions on the representation. Copyright 2010 The Econometric Society.

框架效应非可加概率状态空间划分期望效用