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Nash was a first to axiomatize expected utility

机译:纳什率先公理了预期的效用

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摘要

Nash is famous for many inventions, but it is less known that he, simultaneously with Marschak, also was the first to axiomatize expected utility for risk. In particular, these authors were the first to state the independence condition, a condition that should have been but was not stated by von Neumann and Morgenstern. Marschak's paper resulted from interactions with several people at the Cowles Commission. We document unique letters and personal communications with Nash, Samuelson, Arrow, Dalkey, and others, making plausible that Nash made his discovery independently from the others.
机译:纳什(Nash)因许多发明而闻名,但鲜为人知的是,他与马沙克(Marschak)一样,也是第一个将预期效用公之于众的人。特别是,这些作者是第一个陈述独立性条件的人,冯·诺依曼和莫根斯特恩本应该但没有陈述这种条件。 Marschak的论文来自与Cowles Commission的几个人的互动。我们记录了与Nash,Samuelson,Arrow,Dalkey和其他人的独特信件和个人通讯,这使得Nash独立于其他人而使他的发现成为可能。

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