Coping with ignorance: unforeseen contingencies and non-additive uncertainty
Coping with ignorance: unforeseen contingencies and non-additive uncertainty
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DOI：
10.1007/pl00004108
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发表时间：
2001-03-01
期刊：
影响因子：
1.3
通讯作者：
Ghirardato, P
中科院分区：
文献类型：
--
作者：
Ghirardato, P
在现实生活中的决策问题，决策者从来没有提供必要的背景结构：世界的状态集，结果空间，行动集。他们必须自己设计所有这些。我的模型（静态）选择问题的决策者（DM）谁知道，她的决策问题的看法是太粗糙，例如，当可能有不可预见的突发事件。我做了一个“有限理性”的假设DM处理这个困难的方式，然后我表明，强加标准的主观预期效用公理对她的喜好只意味着他们可以表示为（广义）的期望相对于一个非加性的措施，称为信念函数。然而，这些公理确实对DM如何应对上述类型的无知有很强的影响。最后，我表明，在文献中已经研究的一些决策规则，可以获得作为一个特殊的情况下，这里提出的模型（虽然他们必须以不同的方式解释）。
In real-life decision problems, decision makers are never provided with the necessary background structure: the set of states of the world, the outcome space, the set of actions. They have to devise all these by themselves. I model the (static) choice problem of a decision maker (DM) who is aware that her perception of the decision problem is too coarse, as for instance when there might be unforeseen contingencies. I make a "bounded rationality" assumption on the way the DM deals with this difficulty, and then I show that imposing standard subjective expected utility axioms on her preferences only implies that they can be represented by a (generalized) expectation with respect to a nonadditive measure, called a belief function. However, the axioms do have strong implications for how the DM copes with the type of ignorance described above. Finally, I show that some decision rules that have been studied in the literature can be obtained as a special case of the model presented here (though they have to be interpreted differently).