从期望效用理论到经济学理性假设的思考
首发时间:2005-11-30
摘要:期望效用理论对不确定决策分析作出了很大的进步,但其背后的效用公理体系的建立有着固有的局限性:一方面考虑到偏好关系是一种理性偏好,另一方面是为了使它们使用起来较方便,或者说为了数学处理的可行性,故难免有某些牵强的地方。故而期望效用理论的不完美性是必然存在的。文章从不同的角度对期望效用理论的不完美性进行了讨论,并从不同的理论框架和策略选择对各种不完美现象进行了详细的阐述。文章最后从经济学理性思考的角度给了期望效用理论一个全局性的探讨。
关键词: 期望效用理论 理性偏好 Allias悖论 效用函数
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Critical Thinking from Expected Utility Theory to Economic Rational Assumption
Abstract:Expected utility theory greatly contributed to the analysis of uncertain decision; however, there was some intrinsic restriction to the construction of the set of axioms the EU theory based. So it is sure the EU theory was imperfect. In this paper, two different perspectives were selected to analyze the imperfection of EU theory, and three methods were used to illustrate why EU theory is imperfect. Finally, an interpretation from the view of point of economic rational assumption was given to the EU theory imperfection.
Keywords: Expected utility theory Rational preference Allias Paradox Utility Function
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