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THE LIKELIHOOD METHOD FOR DECISION UNDER UNCERTAINTY

机译：不确定性下的类似决策方法

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This paper introduces the likelihood method for decision under uncertainty. The method allows the quantitative determination of subjective beliefs or decision weights without invoking additional separability conditions, and generalizes the Savage-de Finetti betting method. It is applied to a number of popular models for decision under uncertainty. In each case, preference foundations result from the requirement that no inconsistencies are to be revealed by the version of the likelihood method appropriate for the model considered. A unified treatment of subjective decision weights results for most of the decision models popular today. Savage's derivation of subjective expected utility can now be generalized and simplified. In addition to the intuitive and empirical contributions of the likelihood method, we provide a number of technical contributions: We generalize Savage's nonatomiticy condition ("P6") and his assumption of (sigma) algebras of events, while fully maintaining his flexibility regarding the outcome set. Derivations of Choquet expected utility and probabilistic sophistication are generalized and simplified similarly. The likelihood method also reveals a common intuition underlying many other conditions for uncertainty, such as definitions of ambiguity aversion and pessimism.
机译：介绍了不确定性决策的似然法。该方法可以在不调用其他可分离性条件的情况下，定量确定主观信念或决策权重，并推广了Savage-de Finetti博彩方法。它被应用于许多流行的不确定性决策模型。在每种情况下，偏好基础均源于以下要求：适用于所考虑模型的似然方法的版本不得显示任何不一致之处。对于当今流行的大多数决策模型，对主观决策权重进行统一处理。 Savage对主观预期效用的推导现在可以被推广和简化。除了似然法的直观和经验贡献外，我们还提供了许多技术贡献：我们概括了Savage的非原子性条件（“ P6”）和他的事件（sigma）代数的假设，同时完全保持了他对结果的灵活性组。类似地，对Choquet预期效用和概率复杂度的派生进行了概括和简化。似然法还揭示了一种常见的直觉，这些直觉是许多其他不确定性条件的基础，例如歧义厌恶和悲观主义的定义。

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