Revisiting Savage in a conditional world
Revisiting Savage in a conditional world
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在有条件的世界中重温野蛮人
DOI：
10.1007/s001990100188
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发表时间：
2002
期刊：
影响因子：
1.3
通讯作者：
P. Ghirardato
中科院分区：
文献类型：
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作者：
P. Ghirardato
摘要我提出了一个公理化的主观期望效用和贝叶斯更新的条件决策问题。这一结果从两个方面提高了我们对贝叶斯标准的理解：1）它使用了一组弱而直观的公理; 2）它为动态一致性，期望效用和贝叶斯更新之间的关系提供了一个形式化的证明，这些结果从未在完全主观的框架中明确证明过。
Summary. I present an axiomatization of subjective expected utility and Bayesian updating in a conditional decision problem. This result improves our understanding of the Bayesian standard from two perspectives: 1) it uses a set of axioms which are weak and intuitive; 2) it provides a formal proof to results on the relation between dynamic consistency, expected utility and Bayesian updating which have never been explicitly proved in a fully subjective framework.