讲座主题:Desirability:uncertainy via state of world, axioms and rationality
主讲人:David Schmeidler 教授
主持人:胡亦琴 教授
时间: 2018年9月21日(周五)10:00-11:30
地点:amjs澳金沙门线路(6号楼)210
主办单位:浙江省一流学科“理论经济学”、amjs澳金沙门线路
主讲人简介:
David Schmeidler教授,著名经济学家、数学家。以色列特拉维夫大学商学院教授。以色列国家科学院(Israel Academy of Sciences and Humanities)院士、美国艺术与科学院(American Academy of Arts and Sciences)外籍荣誉院士、计量经济学会(Econometric Society)会士、高等经济理论学会(Society for the Advancement of Economic Theory)会士、博弈论学会(Game Theory Society)会士等。并于2014-2016年出任博弈论学会主席。
Schmeidler教授毕业于耶路撒冷大学,师从诺贝尔经济学奖获得者RobertAumann。其先后任教于美国加州伯克利大学、美国俄亥俄州立大学以及以色列特拉维夫大学。主要研究领域为经济理论,包括决策论、博弈论、机制设置及社会选择理论。在奈特式不确定环境下,他首次提出非可加性概率模型及多重概率模型,开创了非贝叶斯学派。该学派的创立,不仅冲击了贝叶斯学派在传统经济学中的核心地位,也创立了经济学理论研究的新范式。如今,非贝叶斯理论的核心思想已经超越了理论本身,被广泛应用于金融、管理、宏观经济等各个领域,对于经济政策及经济实践产生了深远的影响。迄今为止,Schmeidler教授已在国际顶级经济学、数学期刊上发表论文百余篇。
内容摘要:
The subjective probability of a decision maker is a numerical representation of a qualitative probability which is a binary relation on events that satisfies certain axioms. We show that a similar relation between numerical measures and qualitative relations on events exists also in Savage's model. A decision maker in this model is equipped with a unique pair of probability on the state space and cardinal utility on consequences, which represents her preferences on acts. We show that the numerical pair probability-utility is a representation of a family of desirability relations on events that satisfy certain axioms. We first present axioms on a desirability relation defined in the interim stage, that is, after an act has been chosen. These axioms guarantee that the desirability relation is represented by a pair of probability and utility by taking for each event conditional expected utility. We characterize the set of representing pairs by measuring the optimism of probabilities on consequences and the content of utility functions. We next present axioms on the way desirability relations are associated ex ante with various acts. These axioms determine the unique pair of probability and utility in Savage's model.