MODEL UNCERTAINTY
MODEL UNCERTAINTY
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DOI：
10.1111/jeea.12164
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发表时间：
2015-12-01
影响因子：
3.6
通讯作者：
Marinacci, Massimo
中科院分区：
文献类型：
--
作者：
Marinacci, Massimo
我们研究决策问题，其中的各种替代行动的后果取决于国家所确定的生成机制，代表一些自然或社会现象。模型不确定性的产生是因为决策者可能不知道这种机制。两种类型的不确定性的结果，一个模型内的状态不确定性和跨它们的模型不确定性。我们讨论了一些两阶段的静态决策标准在文献中提出的解决状态的不确定性在第一阶段和模型的不确定性在第二（通过考虑主观概率模型）。我们考虑两种方法的Ellsberg型现象的特点，这样的决策问题：贝叶斯方法的基础上对两种不确定性的主观态度之间的区别;和非贝叶斯方法，允许多个主观概率。几个应用程序被用来说明概念，因为他们被介绍。
We study decision problems inwhich consequences of the various alternative actions depend on states determined by a generative mechanism representing some natural or social phenomenon. Model uncertainty arises because decision makers may not know this mechanism. Two types of uncertainty result, a state uncertainty within models and a model uncertainty across them. We discuss some two-stage static decision criteria proposed in the literature that address state uncertainty in the first stage and model uncertainty in the second (by considering subjective probabilities over models). We consider two approaches to the Ellsberg-type phenomena characteristic of such decision problems: a Bayesian approach based on the distinction between subjective attitudes toward the two kinds of uncertainty; and a non-Bayesian approach that permits multiple subjective probabilities. Several applications are used to illustrate concepts as they are introduced.