Behavioral models for complex decision analysis

Behavioral models for complex decision analysis
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DOI:
10.1016/j.ejor.2004.03.038
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发表时间:
2005-11
期刊:
Eur. J. Oper. Res.
影响因子:
--
通讯作者:
H. Tamura
H. Tamura
中科院分区:
其他
文献类型:
--
作者:
H. Tamura

文献摘要

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本文的重点是提出一些行为(或描述)模型的风险/不确定性下的个人决策和群体决策如下:模型来解释违反预期效用模型的个人决策;和模型来描述伦理共识的形成过程中的多代理冲突的决策者。前两个模型扩展了前景理论的Kahneman-Tversky模型,解决了Allais和Ellsburg悖论。后一种模型扩展了共识形成过程中的加性/效用独立性,使冲突决策者之间的偏好结构更加灵活。
The focus of this paper is to propose some behavioral (or descriptive) models of individual decision making and group decision making under risk/uncertainty as follows: models to explain the violations of expected utility models for the individual decision making; and a model to describe the ethical consensus formation process among multi-agent conflicting decision makers. The former models extend Kahneman–Tversky model of prospect theory and resolve Allais and Ellsburg paradoxes. The later model extends additive/utility independence in consensus formation process to get more flexible preference structure among conflicting decision makers.