| 等级依赖期望效用模型的扩展研究 |
| |
| 引用本文： | 文秘,王金山,周存宝.等级依赖期望效用模型的扩展研究[J].徐州师范大学学报(自然科学版),2013(1):34-38. |
| |
| 作者姓名： | 文秘 王金山 周存宝 |
| |
| 作者单位： | [1]陆军军官学院研究生管理大队一队,安徽合肥230031 [2]陆军军官学院基础部,安徽合肥230031 |
| |
| 基金项目： | 陆装科订部2011第302号 |
| |
| 摘 要： | 对期望效用理论传统改进模式中的等级依赖期望效用模型进行了详细的分析,提出了依概率序和依混合序的等级依赖期望效用模型.依混合序的等级依赖期望效用模型能同时解释Allias悖论与拆分效应,极大地扩展了等级依赖期望效用模型,增强了其健壮性.
|
| 关 键 词： | 决策权重 等级依赖 概率序排列 混合序排列 |
A development of the rank-dependent expected utility model |
| |
| Wen Mi,Wang Jinshan,Zhou Cunbao.A development of the rank-dependent expected utility model[J].Journal of Xuzhou Normal University(Natural Science Edition),2013(1):34-38. |
| |
| Authors: | Wen Mi Wang Jinshan Zhou Cunbao |
| |
| Institution: | 1. No. 1 Team, Graduate Management Unit, Army Officer Academy, Hefei 230031, Anhui, China 2. Deptment of Basic Theories, Army Officer Academy, H efei 230031, Anhui,China) |
| |
| Abstract: | In this paper, the rank-dependent expected utility model（RDEU） which belongs to traditional-improve-ment pattern of the expected utility theory is analyzed in detail, the rank-dependent expected utility models based on probabilistic sequences and hybrid alignment sequences（H-RDEU） are presented. The H-RDEU can also explain the Allias paradox and the separation effect, greatly expands the RDEU and enhances its robustnes. |
| |
| Keywords: | decision weight rank-dependent probabilistic sequence hybrid alignment sequence |
| 本文献已被 CNKI 维普 等数据库收录！ |
|
