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
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 ()