期望效用假设
连贯性(哲学赌博策略)
主观期望效用
单变量
消费(社会学)
计量经济学
功能(生物学)
空格(标点符号)
计算机科学
数理经济学
经济
数学优化
数学
多元统计
统计
社会科学
进化生物学
社会学
生物
操作系统
出处
期刊:International journal of economics and finance
[Canadian Center of Science and Education]
日期:2020-03-30
卷期号:12 (4): 95-95
被引量:1
标识
DOI:10.5539/ijef.v12n4p95
摘要
If we study the expected utility function then we deal with a unified approach to an integrated formulation of decision theory in its two subjective components: utility and probability. We decompose the expected utility function inside of an m-dimensional linear space after decomposing a contingent consumption plan viewed as a univariate random quantity. We propose a condition of coherence compatible with all possible attitudes in the face of risk of a consumer. It is a geometric condition of coherence. In particular, we consider a risk-neutral consumer and his coherent decisions under uncertainty. The right closed structure in order to deal with utility and probability is a linear space in which we study coherent decisions under uncertainty having as their goal the maximization of the prevision of the utility associated with a contingent consumption bundle.
科研通智能强力驱动
Strongly Powered by AbleSci AI