Preference for Flexibility in a Savage Framework
Preference for Flexibility in a Savage Framework
复制标题
偏爱 Savage 框架的灵活性
DOI：
10.1111/1468-0262.00005
复制
发表时间：
1999
期刊：
影响因子：
--
通讯作者：
K. Nehring
中科院分区：
文献类型：
--
作者：
K. Nehring
作者研究偏好的萨维奇行为，映射状态的机会集，并满足萨维奇公理。对机会集的偏好可能会表现出对灵活性的偏好，这是由于对未来偏好的隐含不确定性反映了预期的不可预见的突发事件。本文的主要结果的特点是最大化的预期间接效用的“间接随机优势”公理，表达了偏好“更多的机会在预期中。本文的关键技术工具，共轭莫比乌斯反演，允许使用Choquet积分的替代表示，并产生D的简单证明。Kreps（1979）的经典结果。
The authors study preferences over Savage acts that map states to opportunity sets and satisfy the Savage axioms. Preferences over opportunity sets may exhibit a preference for flexibility due to an implicit uncertainty about future preferences reflecting anticipated unforeseen contingencies. The main result of the paper characterizes maximization of the expected indirect utility in terms of an 'indirect stochastic dominance' axiom that expresses a preference for 'more opportunities in expectation.' The key technical tool of the paper, conjugate Mobius inversion, allows an alternative representation using Choquet integration and yields a simple proof of D. Kreps's (1979) classic result.