Differentiating ambiguity and ambiguity attitude
Differentiating ambiguity and ambiguity attitude
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DOI：
10.1016/j.jet.2003.12.004
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发表时间：
2004-10-01
影响因子：
1.6
通讯作者：
Marinacci, M
中科院分区：
文献类型：
--
作者：
Ghirardato, P;Maccheroni, F;Marinacci, M
本文的目的是展示如何模糊性，以及决策者（DM）的反应，可以正式建模的背景下，一般的决策模型。我们引入了一个关系来自DM的偏好，称为“明确的偏好”，并表明它可以表示为一组概率。我们提供了这样一个简单的差分表征，并认为这是一个行为表示的“歧义”，DM可能会察觉。鉴于这种揭示的歧义，我们提供了一个表示的歧义态度。我们还公理化我们的决策模型的一个特殊情况下，“α-最大最小”预期效用模型的特征。(C)2003年爱思唯尔公司All rights reserved.
The objective of this paper is to show how ambiguity, and a decision maker (DM)'s response to it, can be modelled formally in the context of a general decision model. We introduce a relation derived from the DM's preferences, called "unambiguous preference", and show that it can be represented by a set of probabilities. We provide such set with a simple differential characterization, and argue that it is a behavioral representation of the "ambiguity" that the DM may perceive. Given such revealed ambiguity, we provide a representation of ambiguity attitudes. We also characterize axiomatically a special case of our decision model, the "alpha-maxmin" expected utility model. (C) 2003 Elsevier Inc. All rights reserved.