| 跨时随机效用中的优势关系 |
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| 引用本文： | 全林,成盛超.跨时随机效用中的优势关系[J].上海交通大学学报,1995,29(4):117-123. |
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| 作者姓名： | 全林 成盛超 |
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| 摘 要： | 本文首次将价值的时间度量同时引入现有的效用理论的风险决策之中，提出了跨时随机优势原则，并给出了线性Ｖｏｎ Ｎｅｕｍａｎｎ－Ｍｏｒｇｅｎｓｔｅｒｎ效用和非线性非传递凸效用模型中跨时随机优势条件，为风险形势下的跨时决策提供了理论依据。
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| 关 键 词： | 决策 时间度量 价值 效用 跨时随机优势 |
The Dominance Relation of Intertemporal Stochastic Utility |
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| Quan Lin,Chen Shengchao,Zhao Junhe,Zhang Zhongjun.The Dominance Relation of Intertemporal Stochastic Utility[J].Journal of Shanghai Jiaotong University,1995,29(4):117-123. |
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| Authors: | Quan Lin Chen Shengchao Zhao Junhe Zhang Zhongjun |
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| Institution: | Quan Lin;Chen Shengchao;Zhao Junhe;Zhang Zhongjun |
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| Abstract: | The measure of time value is for the first time introduced into the present utilitytheory of risk decision. The principle of intertemporal stochastic dominance are advanced.Also, the conditions of intertemporal stochastic dominance in linear Von Neumann-Morgenstern utility and nonlinear nontransitive convex utility models are brought forward. Thus theintertemporal decision under risk is granted with a theoretic basis. |
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| Keywords: | decision time measure value utility intertemporal stochastic dominance |
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