状态依赖效用的非贝叶斯理论

Brian Hill
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引用次数: 0

摘要

许多决策情况涉及主观预期效用的以下两种或多种分歧:信念的不精确(或模糊性),品味的不精确(或多重效用),以及效用的状态依赖性。本文提出并描述了一个不确定性厌恶偏好模型,该模型可以同时包含这三种现象。这种表示支持有原则地分离(不精确的)信念和(可能依赖于状态的、不精确的)品味。此外,该表示允许比较静态分离信仰和品味的角色,并且是模块化的:它很容易提供涉及各种现象组合的特殊情况,以及涵盖流行模糊模型的状态依赖的多用途概括。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A Non-Bayesian Theory of State-Dependent Utility
Many decision situations involve two or more of the following divergences from subjective expected utility: imprecision of beliefs (or ambiguity), imprecision of tastes (or multi‐utility), and state dependence of utility. This paper proposes and characterizes a model of uncertainty averse preferences that can simultaneously incorporate all three phenomena. The representation supports a principled separation of (imprecise) beliefs and (potentially state‐dependent, imprecise) tastes. Moreover, the representation permits comparative statics separating the roles of beliefs and tastes, and is modular: it easily delivers special cases involving various combinations of the phenomena, as well as state‐dependent multi‐utility generalizations covering popular ambiguity models.
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