不确定性下的主观复杂性
Subjective Complexity Under Uncertainty
摘要：
在许多偏离期望效用理论的环境中，在不确定行为中进行选择的问题的复杂性是一个显著特征。我提出了一个模型的选择下的不确定性，在该模型中，分区的大小相对于一个行为是可测量的内生产生的主观复杂性的措施。我得到一个代表性的不完整的简单边界的偏好，从决策者的角度来看，是复杂的行为被括号中的简单行为，他们是由国家主导。关键公理的动机是从有限的数据中学习的模型。然后，我认为选择行为的特点是一个“谨慎完成”的简单界限的偏好，并讨论这个模型和模型之间的关系模糊厌恶。我开发一般的比较静态分析的结果，并探讨应用到投资组合选择，合同，保险选择。
英文摘要：
Complexity of the problem of choosing among uncertain acts is a salient feature of many of the environments in which departures from expected utility theory are observed. I propose and axiomatize a model of choice under uncertainty in which the size of the partition with respect to which an act is measurable arises endogenously as a measure of subjective complexity. I derive a representation of incomplete Simple Bounds preferences in which acts that are complex from the perspective of the decision maker are bracketed by simple acts to which they are related by statewise dominance. The key axioms are motivated by a model of learning from limited data. I then consider choice behavior characterized by a "cautious completion" of Simple Bounds preferences, and discuss the relationship between this model and models of ambiguity aversion. I develop general comparative statics results, and explore applications to portfolio choice, contracting, and insurance choice.
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