Projective expected utility: a subjective formulation

Pierfrancesco La Mura
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引用次数: 6

Abstract

Motivated by classical decision-theoretic paradoxes (Allais 1953, Ellsberg 1961), we introduce a projective generalization of expected utility along the lines of the quantum-mechanical generalization of probability theory. The resulting decision theory accommodates the paradoxes, while retaining significant simplicity and tractability. In particular, every finite game within this larger class of preferences still has an equilibrium.
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投射期望效用:一个主观的表述
受经典决策理论悖论(Allais 1953, Ellsberg 1961)的启发,我们沿着概率论的量子力学推广的思路引入了期望效用的投影推广。由此产生的决策理论容纳了这些悖论,同时保留了显著的简单性和可追溯性。特别是,在这个更大的偏好类别中,每个有限的游戏仍然有一个平衡。
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