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arXiv 2406.11166econ.TH
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面对不确定性时抱最好的希望做最坏的打算:一种新型的不完全偏好

Hoping for the best while preparing for the worst in the face of uncertainty

Paris School of Economics, École Normale Supérieure de Paris (Paris Sciences et Lettres)(巴黎经济学校,巴黎高等师范学院(巴黎文理研究大学));Center for Intelligence Economic Science, Southwestern University of Finance and Economics(西南财经大学智能经济科学中心);Université Paris-Saclay, Univ Evry, EPEE, France. Faculty of Mathematical Economics, National Economics University, Vietnam(法国巴黎萨克雷大学,埃夫里大学,EPEE;越南国立经济大学数学经济学院)

Pierre Bardier, Bach Dong-Xuan, Van-Quy Nguyen

AI总结:

面对不确定性提出“希望与准备偏好”新模型,通过最佳和最坏情景下福利水平比较行为,涉及多先验,以新方式解决信念与果断性权衡,刻画其完备化表示,还能从完备化中恢复该偏好。

摘要:

我们提出并公理化了一种不确定性下不完全偏好的新模型,称为“希望与准备偏好”。当且仅当一个行为在最佳情景下的福利水平(乐观评估)和在最坏情景下的福利水平(悲观评估)都高于另一个行为时,该行为才被认为比另一个行为更可取。我们的比较标准涉及多个先验,因为最佳和最坏情况是在概率分布集中确定的。我们认为,与现有的模糊性下的不完全标准相比,希望与准备偏好以一种新的方式解决了信念与果断性之间的权衡,更有利于果断性。我们刻画了一个承认(非对称)α-极大极小期望效用表示的不完全希望与准备偏好关系的完备化,其中α是唯一的。我们还表明,相反地,希望与准备偏好可以通过行为构造从其α-极大极小期望效用完备化中恢复。

英文摘要:

We propose and axiomatize a new model of incomplete preferences under uncertainty, hope-and-prepare preferences: one act is preferred to another if and only if both its optimistic evaluation -- the welfare level attained in the best-case scenario-- and its pessimistic evaluation --the welfare level attained in the worst-case scenario-- rank it above the other. Both evaluations are computed over sets of probability distributions. We make the case that, compared to existing incomplete criteria under ambiguity, hope-and-prepare preferences address the trade-off between conviction and decisiveness in a new way, which is more favorable to decisiveness. We characterize a completion of an incomplete hope-and-prepare preference relation admitting an (asymmetric) $α$-\textit{maxmin expected utility} representation, in which $α$ is unique. Conversely, given a standard $α$-MEU preference and a fixed value of $α$, we recover the concordant hope-and-prepare preference that it completes.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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