O prawdopodobieństwach w teorii wyboru w warunkach niepewności

• Autorzy: Patrycja Grzelońska

Warianty tytułu

Probabilities in the Theory of Choice Under Uncertainty

• Języki publikacji: PL

Abstrakty

Autorka przedstawiła obiektywne i subiektywne prawdopodobieństwa teorii wyboru w warunkach niepewności, a także teorię wyboru według Arrowa i Debreu.

EN

In this article two issues from the theory of choice under uncertainty are discussed. First, what axioms have to be imposed on the preference relation so that it can be represented by the expected utility function - utility function that is linear with respect to probabilities or probability measure (both, in the setting of von Neumann-Morgenstern with objective probabilities, as well as in the setting of Savage with subjective probabilities). Second, what axioms have to be imposed on the preference relation so that consumer's beliefs about uncertain events or states can be represented by probabilities or probability measure (both, in the setting of Savage with subjective probabilities, as well as in the setting of Arrow-Debreu). (original abstract)

Słowa kluczowe

PL

Teoria wyboru; Teoria gier; Niepewność

EN

Choice theory; Game theory; Uncertainty

• Czasopismo: Roczniki Kolegium Analiz Ekonomicznych / Szkoła Główna Handlowa
• Rocznik: 2003
• Numer: z. 11
• Strony: 61--68

Twórcy

autor

Patrycja Grzelońska

Bibliografia

• Allais M., Le comportement de l'homme rationneldevant le risque, critique des postulats et axioms de l'ecole Americaine, "Econometrica", 1953, nr 21, s.503-546.
• Anscombe F., Aumann R., A definition of subjective probability, "Annals of Mathematical Statistics", 1963, nr 34, s.199-205.
• Arrow K., Alternative Approaches to the Theory of Choice in Risk-Taking Situations, "Econometrica", 1951, nr 19, s.404-437.
• Arrow K., Le role des valeurs boursieres pour la repartition le meilleure des risqes, "Econometrie", Colloques Internationaux du Centre National de la Recherche Scientifique, Paris, 1953.
• Chew S. H.,A Generalization of the QuasilinearMean with Applicayions to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox, "Econometrica", 1983, nr 51, s.1065-1092.
• Debreu G., Theory of Value: An Axiomatic Analysis of General Equilibrium, New Haven, 1959.
• Ellsberg D., Risk, Ambiguity, and the Savage Axioms, "Quarterly Journal of Economics", 1961, nr 75, s.643-669.
• Epstein L., Are probabilities Used in Markets?, "Journal of Economic Theory", 2000, nr 91, s.86-90.
• Fishburn P., Transitive Measurable Utility, "Journal of Economic Theory" 1983, nr31, s.293-317.
• Kahneman D., Tversky A., Prospect Theory: an Analysis of Decision under Risk, "Econometrica", 1979, nr 47, s.263-291.
• Machina M, Choice under Uncertainty: Problems Solved and Unsolved, "Journal of Economic Perspectives", 1987, nr 1,s.121-154.
• Machina M., Schmeidler O., A More Robust Definition of Subjective Probability, "Econometrica", 1992, nr 60, s.745-780.
• Neumann von J., Morgenstern O., Theory of Games and Economic Behavior, Princeton, 1944.
• Quiggin J., A Theory of Anticipated Utility, "Journal of Economic Behavior and Organization", 1982, nr 3, s.323-343.
• Quiggin J., Wakker P., The Axiomatic Basis of Anticipated Utility: a Clarification, "Journal of Economic Theory", 1994, nr 64, s.486-499.
• Savage L., The Foundations of Statistics, New York, 1954.