不确定性下的决策:科学现状

Decision Under Uncertainty: State of the Science

Annual Review of Economics · 2025
被引 11
人大 A-ABS 3

中文导读

综述了不确定性下决策的期望效用最大化理论及其替代理论,指出该理论常被违背甚至作为规范标准受到质疑,并提出了经济学家在建模时应思考的问题。

Abstract

Expected utility maximization is the dominant theory for decision making under uncertainty. Over the past decades evidence has been accumulated, indicating that the theory is often violated and sometimes even questioned as a normative standard. Alternative theories have been proposed for choices with known and unknown probabilities. These theories, in turn, have also been challenged by more recent evidence. This review attempts to provide an overview of the field, highlighting some questions that economists should pose when modeling choice under uncertainty.

不确定性决策期望效用理论非期望效用理论概率未知选择