主観的期待効用理論 : DeGrootの公理系接近

概要

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This paper reviews DeGroot's theory of subjective expected utility for decision making under uncertainty appeared in 1970, which is free from the finiteness of utility functions. DeGroot accepted that utility functions might be non-finite and constructed the theory of subjective expected utility such that, under the class of finite expected values of utility, the orderings for subjective preferences among events and among probability distributions are consistent. Paying attention to read between the lines of his original texts, this paper aims to gain a better understanding of theories of subjective expected utility.
関西学院大学の論文
2004-12-31