Representation and aggregation of preferences under uncertainty

Representation and aggregation of preferences under uncertainty
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DOI:
10.1016/j.jet.2007.10.001
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发表时间:
2008-07-01
影响因子:
1.6
通讯作者:
Vergnaud, J. -C.
Vergnaud, J. -C.
中科院分区:
经济学3区
文献类型:
--
作者:
Gajdos, T.;Tallon, J. -M.;Vergnaud, J. -C.

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我们在 Anscombe-Aumann 中公理化,设置了一大类偏好,称为依赖于等级的加性偏好,其中包括不确定性下大多数已知的决策模型以及这些模型的状态依赖版本。我们证明,当且仅当(社会的)偏好是不确定性中性时,聚合是可能的并且必然是线性的。后者意味着社会不能对某类行为的不确定性采取非中立态度。我们定理的一个推论是,不可能聚合​​多个先验智能体,即使它们都具有相同的先验集。然后讨论了恢复聚合可能性的多种方法。 (C) 2007 Elsevier Inc. 保留所有权利。
We axiomatize in the Anscombe-Aumann setting a wide class of preferences called rank-dependent additive preferences that includes most known models of decision under uncertainty as well as state dependent versions of these models. We prove that aggregation is possible and necessarily linear if and only if (society's) preferences are uncertainty neutral. The latter means that society cannot have a non-neutral attitude toward uncertainty on a subclass of acts. A corollary to our theorem is that it is not possible to aggregate multiple prior agents, even when they all have the same set of priors. A number of ways to restore the possibility of aggregation are then discussed. (C) 2007 Elsevier Inc. All rights reserved.