效用水平依赖的模糊性
Utility-Level-Dependent Ambiguity
- University of Southampton（南安普顿大学）
机构由 AI 辅助整理，请以论文原文为准。
AI总结：
本文在稳定偏好内提出效用水平依赖的模糊权重模型，通过公理刻画唯一容量族，以Choquet积分评估行动，并连接固定容量基准与主观期望效用。
AI中文摘要：
实验证据表明，对模糊性敏感的选择可能随决策情境的不同而系统性变化。本文在稳定的偏好关系内分离出一个渠道：模糊权重可能依赖于行动的无差异确定等价水平。在标准的Anscombe-Aumann后果效用校准之后，一组行为公理产生了唯一的连续归一化单调容量族 $\{\nu_v\}_{v\in(0,1)}$。每个非端点行动通过其自身内部确定等价水平处对应的容量所关联的Choquet积分来评估，而位于同一无差异曲面上的非端点行动共享相同的容量。二元事件比较识别出每个引出水平处的局部事件权重，并追踪其跨水平的变化，从而为固定容量限制提供检验。局部不确定性厌恶等价于 $\nu_v$ 的凸性，并产生具有确定等价水平索引的局部核心的隐式多先验表示。当且仅当容量在各水平间固定时，确定等价平移不变性成立，从而恢复所维持的非退化固定容量Choquet期望效用基准；全局混合介于性产生隐式加性效用，同时施加这两个限制则恢复全支撑主观期望效用。容量计划是一种简化形式的模糊权重，其变化可能反映模糊感知、模糊态度或两者的变化。
英文摘要：
Experimental evidence suggests that ambiguity-sensitive choice can vary systematically with the circumstances of a decision. This paper isolates one channel within a stable preference relation: ambiguity weighting may depend on the act's certainty-equivalent level. After the standard Anscombe-Aumann calibration of consequence utility, a set of behavioral axioms yields a unique continuous family of normalized monotone capacities $\{ν_v\}_{v\in(0,1)}$. Each nonendpoint act is evaluated by the Choquet integral associated with the capacity at its own interior certainty-equivalent level, while nonendpoint acts on the same indifference surface share the same capacity. Binary event comparisons identify local event weights at each elicited level and trace their cross-level variation, providing tests of the fixed-capacity restriction. Local uncertainty aversion is equivalent to convexity of $ν_v$ and yields an implicit multiple-priors representation with certainty-equivalent-indexed local cores. Certainty translation invariance holds if and only if the capacity is fixed across levels, recovering the maintained nondegenerate fixed-capacity Choquet expected utility benchmark; global mixture-betweenness yields implicit additive utility, and imposing both restrictions recovers full-support subjective expected utility. The capacity schedule is a reduced-form ambiguity weighting whose variation may reflect changes in ambiguity perception, ambiguity attitude, or both.
