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有理数概率下的效用表示定理

刘常青 郭耀煌

成都理工学院学报2001,Vol.28Issue(2):199-203,5.
成都理工学院学报2001,Vol.28Issue(2):199-203,5.

有理数概率下的效用表示定理

UTILITY REPRESENTATION WITH RATIONAL PROBABILITIES

刘常青 1郭耀煌1

作者信息

  • 1. 西南交通大学经济管理学院,
  • 折叠

摘要

Abstract

The expected utility theory of Von Neumann-Morgenstern assumes that a preference order is defined for all lotteries (c1, p; c2, 1-p) (c1 with probability p, c2 with probability 1-p) for all real p, 0≤p≤1. And the expected utility theory is based on a set of axioms that assure the existence and uniqueness (up to a positive affine transformation) of utility for all real probability. But when the probability p is irrational, it is hard to interpret the lottery intuitively. J.C.Shepherdson first studies the utility theory based on rational probabilities. This paper puts forward a set of axioms and proves the existence and uniqueness of utility function with rational probabilities on the set of axioms.

关键词

乘子集/M-混和集/效用函数/有理数概率

分类

数理科学

引用本文复制引用

刘常青,郭耀煌..有理数概率下的效用表示定理[J].成都理工学院学报,2001,28(2):199-203,5.

基金项目

国家自然科学基金资助项目 ()

成都理工学院学报

OA北大核心CSCD

1671-9727

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