Updating Preferences with Multiple Priors
Updating Preferences with Multiple Priors
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使用多个先验更新首选项
DOI：
10.2139/ssrn.899006
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发表时间：
2006
期刊：
影响因子：
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通讯作者：
Peter Klibanoff
中科院分区：
文献类型：
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作者：
Eran Hanany;Peter Klibanoff
我们提出并公理地描述了模糊下决策的动态一致更新规则。这些规则适用于 Gilboa 和 Schmeidler (1989) 的具有多个先验的偏好，并且对于任何行为偏好模型来说，它们是第一个能够在面对模糊性时（如埃尔斯伯格悖论所例证的）典型行为与所有非空事件的动态一致性之间进行协调的规则。更新采用将贝叶斯规则应用于先验集合的子集的形式，其中特定子集取决于偏好、条件事件和选择问题（即，一组可行的行为以及从该集合中选择的行为）。
We propose and axiomatically characterize dynamically consistent update rules for decision making under ambiguity. These rules apply to the preferences with multiple priors of Gilboa and Schmeidler (1989), and are the first, for any model of preferences over acts, to be able to reconcile typical behavior in the face of ambiguity (as exemplified by Ellsberg’s paradox) with dynamic consistency for all non-null events. Updating takes the form of applying Bayes’ rule to subsets of the set of priors, where the specific subset depends on the preferences, the conditioning event, and the choice problem (i.e., a feasible set of acts together with an act chosen from that set).