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arXiv math/0702689math.STstat.TH
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不完全偏好的形状

The shape of incomplete preferences

Robert Nau

摘要:

不完全偏好为不精确的主观概率和效用模型提供了认识基础,这些模型用于稳健贝叶斯分析和有限理性理论。本文提出了一个简单的公理化的不完全偏好和表征的形状,其代表集的概率和效用。从Anscombe和Aumann的公理系统中删除完整性假设,产生由状态依赖的预期效用的凸集表示的偏好,其中至少一个必须是概率/效用对。需要加强状态独立性公理,以获得纯粹的一组概率/效用对的表示。

英文摘要:

Incomplete preferences provide the epistemic foundation for models of imprecise subjective probabilities and utilities that are used in robust Bayesian analysis and in theories of bounded rationality. This paper presents a simple axiomatization of incomplete preferences and characterizes the shape of their representing sets of probabilities and utilities. Deletion of the completeness assumption from the axiom system of Anscombe and Aumann yields preferences represented by a convex set of state-dependent expected utilities, of which at least one must be a probability/utility pair. A strengthening of the state-independence axiom is needed to obtain a representation purely in terms of a set of probability/utility pairs.

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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