The a-MEU model: A comment

Jiirgen Eichberger; Simon Grant; David Kelsey; Gleb A. Koshevoy

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The a-MEU model: A comment

机译：MEU模型：评论

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In Ghirardato et al. (2004) [7], Ghirardato, Macheroni and Marinacci propose a method for distinguishing between perceived ambiguity and the decision-maker's reaction to it. They study a general class of preferences which they refer to as invariant biseparable. This class includes CEU and MEU. They axiomatize a subclass of a-MEU preferences. If attention is restricted to finite state spaces, we show that any a-MEU preference relation, satisfies GMM's axioms if and only if a = 0 or 1, that is, the preferences must be either maxmin or maxmax. We show by example that these axioms may be satisfied when the state space is [0, 1].

机译：在Ghirardato等人中。（2004）[7]，Ghirardato，Macheroni和Marinacci提出了一种区分感知到的歧义和决策者对此的反应的方法。他们研究了一般的偏好类别，他们将其称为不变的两分形式。此类包括CEU和MEU。他们公理了a-MEU偏好的子类。如果注意仅限于有限的状态空间，我们证明，只有当a = 0或1时，任何a-MEU偏好关系都满足GMM的公理，也就是说，偏好必须是maxmin或maxmax。通过示例显示，当状态空间为[0，1]时，可以满足这些公理。

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来源
《Journal of economic theory》 |2011年第4期|p.1684-1698|共15页
作者
Jiirgen Eichberger; Simon Grant; David Kelsey; Gleb A. Koshevoy;
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作者单位

Alfred Weber Institut, Universitaet Heidelberg, Germany;

Department of Economics, Rice University, PO Box 1892, Houston, TX 77251-1892, USA,School of Economics, University of Queensland, Australia;

Department of Economics, University of Exeter, England, United Kingdom;

Central Institute of Mathematics and Economics RAS, Moscow, Russia;

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正文语种 eng
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ambiguity; multiple priors; invariant biseparable; clarke derivative; ambiguity-preference;

机译：模棱两可多个先验;不变的可分克拉克衍生物歧义偏好;

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The a-MEU model: A comment

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