Subjective Error and Non-expected Utility

主观错误和非预期效用

• 批准号: 23530226
• 负责人: OZAKI Hiroyuki
• 金额: $ 3.16万
• 依托单位: Keio University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2011
• 资助国家: 日本
• 起止时间: 2011 至 2013
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-23530226/
• 关键词: 数理経済学; 国際研究交流; 理論経済学

As a result of this research program, I completed a paper entitled "Subjective error measure." I will explain its motivation and results. The decision-maker who complies with Savage's axioms can be regarded as evaluating each act by solving a statistical inference problem, in which the estimation error is measured by the squared-error loss function. However, it is more desirable to derive a loss function, as well as the utility index and the subjective probability, from the decision-maker's own preference. I weaken Savage's axioms to characterize the preference which is based on the loss-minimization in the sense that the decision-maker evaluates each act by solving a statistical inference problem, in which the estimation error is measured by some loss function which may be different from the squared-error loss function. Also, the paper provides two examples of preferences which are based on the loss-minimization with the loss function more general than the squared-error loss function.

作为这项研究计划的结果，我完成了一篇题为“主观错误的措施。“我将解释其动机和结果。遵循萨维奇公理的决策者可以被视为通过解决统计推断问题来评估每个行为，其中估计误差由平方误差损失函数来衡量。然而，它是更可取的，以获得一个损失函数，以及效用指数和主观概率，从决策者自己的偏好。我削弱萨维奇的公理来描述的偏好是基于损失最小化的意义上，决策者评估每个行为通过解决一个统计推断问题，其中的估计误差是衡量一些损失函数，这可能是不同的平方误差损失函数。此外，该文件提供了两个例子的偏好，这是基于损失最小化的损失函数比平方误差损失函数更一般。

项目成果

Liquidity Preference and Knightian Uncertainty

流动性偏好和奈特不确定性

• 发表时间: 2013
• 作者: Mihio Naoi;Takuya Ishino and Miki Seko;尾崎裕之
• 通讯作者: 尾崎裕之

Monetary Equilibria and Knightian Uncertainty

货币均衡和奈特不确定性

• 发表时间: 2012
• 作者: Mihio Naoi;Takuya Ishino and Miki Seko;尾崎裕之;瀬古美喜・隅田和人・吉田二郎;Masayuki Otaki and Yoshihiro Tamai;尾崎裕之;直井道生・瀬古美喜・石野卓也;尾崎裕之;Masayuki Otaki;直井道生;尾崎裕之;Masayuki Otaki;隅田和人;尾崎裕之;Masayuki Otaki;瀬古美喜・隅田和人;Masayuki Otaki;尾崎裕之;瀬古美喜;Masayuki Otaki and Yoshihiro Tamai;尾崎裕之;瀬古美喜・隅田和人・吉田二郎;Masayuki Otaki;尾崎裕之;Masayuki Otaki and Yoshihiro Tamai;Zheng Dan & Tatsuaki Kuroda;Masayuki Otaki;尾崎裕之
• 通讯作者: 尾崎裕之

Complexity of Monetary Equilibria under Ambiguity

模糊性下货币均衡的复杂性

• 发表时间: 2013
• 作者: 大住康之;Masayuki Otaki;Yasuyuki Osumi;赤林英夫・中村亮介・直井道生・山下絢・敷島千鶴・篠ヶ谷圭太;大住康之;石野卓也・直井道生・瀬古美喜;Masayuki Otaki;Yasuyuki Osumi;尾崎裕之;直井道生・瀬古美喜・石野卓也;尾崎裕之;Masayuki Otaki;直井道生・森泉陽子;瀬古美喜・隅田和人・直井道生;尾崎裕之;Masayuki Otaki;瀬古 美喜;尾崎裕之;Masayuki Otaki;瀬古 美喜;尾崎裕之
• 通讯作者: 尾崎裕之

"Integral with Respect to Non-additive Measure in Economics"in Non-Additive Measures, Torra, Narukawa, Sugeno (eds.)

“关于经济学中非累加性措施的积分”，《非累加性措施》，Torra、Narukawa、Sugeno（编辑）

• 发表时间: 2014
• 作者: Mihio Naoi;Takuya Ishino and Miki Seko;尾崎裕之;瀬古美喜・隅田和人・吉田二郎;Masayuki Otaki and Yoshihiro Tamai;尾崎裕之;直井道生・瀬古美喜・石野卓也;尾崎裕之;Masayuki Otaki;直井道生;尾崎裕之;Masayuki Otaki;隅田和人;尾崎裕之;Masayuki Otaki;瀬古美喜・隅田和人;Masayuki Otaki;尾崎裕之;瀬古美喜;Masayuki Otaki and Yoshihiro Tamai;尾崎裕之;瀬古美喜・隅田和人・吉田二郎;Masayuki Otaki;尾崎裕之;Masayuki Otaki and Yoshihiro Tamai;Zheng Dan & Tatsuaki Kuroda;Masayuki Otaki;尾崎裕之;Tatsuaki Kuroda;Masayuki Otaki;Tatsuaki Kuroda;尾崎裕之;Zheng Dan & Tatsuaki Kuroda;Masayuki Otaki;尾崎裕之;直井道生;大瀧雅之;尾崎裕之
• 通讯作者: 尾崎裕之

Non-additive Measure in Economics

经济学中的非累加性衡量标准

• 发表时间: 2014
• 作者: 大住康之;Masayuki Otaki;Yasuyuki Osumi;赤林英夫・中村亮介・直井道生・山下絢・敷島千鶴・篠ヶ谷圭太;大住康之;石野卓也・直井道生・瀬古美喜;Masayuki Otaki;Yasuyuki Osumi;尾崎裕之
• 通讯作者: 尾崎裕之