Game01博弈论简介.pptVIP

附2 不确定条件下的单人决策问题 * 不确定事件的定义： * Under certainty 偏好关系能明确地排序，且对于有n个选择结果的A有n(n+1)/2个排序结果； Under uncertainty：there are suddenly infinitely many lotteries. This poses two problems. First of all, its impractical to write a large number of lottery comparisons down. A second (and deeper) point is the observation that the preference relationship is in principle unobservable because of the infinite number of necessary comparisons. * John von Neumann and Oscar Morgenstern showed that: under some additional restrictions on preferences over lotteries there exists a utility function over outcomes such that the expected utility of a lottery provides a consistent ranking of all lotteries. * The compound lottery Definition: The compound lottery is expressed as .With probability q1 the simple lottery L1 is chosen and with probability 1-q1 the simple lottery L2 is chosen. * Axiom 3 Each compound lottery is equivalent to a simple lottery with the same distribution over final outcomes The axiom assumes that only outcomes matter - the process which generates those outcomes is irrelevant. The equivalence of simple and compound lotteries 不存在非理性（如The framing of a decision problem influences how people make choices (i.e. both the process and the final outcome distribution matter).） * Axiom 4 Monotonicity. Assume that the lottery L1 is preferred to lottery L2. Then the compound lottery is preferred to Axiom 5 Archimedian. For any outcomes a b c there is some lottery such that the agent is indifferent between L and b. * Axiom 6 Substitution. If lottery L1 is preferred to lottery L2 then any mixture of these lotteries with any other lottery L3 preserves this ordering: This axiom is also known as independence of irrelevant alternatives. Theorem: Under the above axioms an expected utility function exists. * 不确定条件下的效用函数：预期效用函数 Definition: Assume a utility function u over the outcomes A. The expected utility of the lottery is defined as * From now on