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題 名 | Characterization of an Individual's Ambiguity Aversion Attitude with Subjectively Weighted Linear Utility Model=主觀加權線性效用模式個人模糊嫌惡態度之衡量 |
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作 者 | 李嘉聖; | 書刊名 | 國防管理學院學報 |
卷 期 | 13:1 1992.02[民81.02] |
頁 次 | 頁15-24 |
分類號 | 319 |
關鍵詞 | |
語 文 | 英文(English) |
中文摘要 | 對於不確定之決策環境,事件發生之機率往往具有清晰或模糊與否之差 異,一般決策者往往較不喜歡事件具有模糊之機率,吾人稱此種現象為「對模糊 之嫌惡」。當機率具有模糊現象時,傳統之期望效用理論往往不能預判或說明一 個決策者之真正「意願」;主觀加權線性效用模式可妥善解決此一問起。本文以 主觀加權線性效用模式衡量決策者對模嫌嫌惡之態度,並提出估計個人模糊嫌惡 函數之程序。 |
英文摘要 | People often prefer lotteries involving precise rather than vague or ambiguous probabilities. We call this situation as ambiguity aversion, which cannot be predicted or explained byconventional expected utility models. The subjectively weighted linear utility (SWLU)model for decision making under uncertainty can accommodate non-neutral attitudestoward ambiguity. In this paper, we characterize ambiguity aversion in terms of the SWLUmodel parameters. In addition, we present a procedure for assessing an individual's ambiguity aversion. |
本系統中英文摘要資訊取自各篇刊載內容。