当前位置: X-MOL 学术J. Math. Psychol. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Regret theory, Allais’ paradox, and Savage’s omelet
Journal of Mathematical Psychology ( IF 1.8 ) Pub Date : 2023-09-16 , DOI: 10.1016/j.jmp.2023.102807
V.G. Bardakhchyan , A.E. Allahverdyan

We study a sufficiently general regret criterion for choosing between two probabilistic lotteries. For independent lotteries, the criterion is consistent with stochastic dominance and can be made transitive by a unique choice of the regret function. Together with additional (and intuitively meaningful) super-additivity property, the regret criterion resolves the Allais’ paradox including the cases were the paradox disappears, and the choices agree with the expected utility. This super-additivity property is also employed for establishing consistency between regret and stochastic dominance for dependent lotteries. Furthermore, we demonstrate how the regret criterion can be used in Savage’s omelet, a classical decision problem in which the lottery outcomes are not fully resolved. The expected utility cannot be used in such situations, as it discards important aspects of lotteries.



中文翻译:

遗憾理论、阿莱悖论和萨维奇煎蛋卷

我们研究了一个足够普遍的后悔标准,用于在两种概率彩票之间进行选择。对于独立彩票,该标准与随机优势一致,并且可以通过后悔函数的独特选择来实现传递。与附加的(并且直观上有意义的)超可加性属性一起,遗憾标准解决了阿莱悖论,包括悖论消失的情况,并且选择与预期效用一致。这种超可加性属性还用于建立依赖性彩票的遗憾和随机优势之间的一致性。此外,我们还演示了如何在萨维奇煎蛋卷中使用遗憾标准,这是一个经典的决策问题,其中彩票结果尚未完全解决。在这种情况下无法使用预期的效用,

更新日期:2023-09-16
down
wechat
bug