奈特不确定性下的行为决策理论研究综述被引量：9

Knightian Uncertainty and Theory of Choice under Knightian Uncertainty

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摘要现代经济、金融理论主要研究决策者在面临不确定性条件下的个体选择的理论,这里的不确定性是指有一个确定概率测度的不确定性,也就是风险。所谓奈特不确定性是指不能用一个确定概率测度来描述的不确定性,它与风险是两个不同的概念。本文首先对有关奈特不确定性的行为决策理论的文献作了全面的综述;在此基础上,分析了行为决策科学发展过程中存在的问题,提出了进一步的研究领域。 Knightian uncertainty differs from risk in that it describes situations where randomness of an uncertain event faced by a decision maker cannot be adequately described by a probability measure.This paper reviews the recent advancements in the theory of choice under Knightian uncertainty.Finally making progress on the research was introduced,and prospect the researches in the future.

作者徐元栋黄登仕刘思峰

机构地区西南交通大学人文学院西南交通大学经济管理学院南京航空航天大学经济管理学院

出处《系统管理学报》北大核心 2008年第5期481-489,共9页 Journal of Systems & Management

基金国家自然科学基金资助项目(70473037) 江苏省博士后基金资助项目

关键词奈特不确定性模糊不确定性风险行为决策科学 Ellsberg悖论 Knightian uncertainty ambiguity risk theory of behavioral decision Ellsberg paradox

分类号 F224 [经济管理—国民经济]

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