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原文連結
論文資訊
- 類型：已發表論文
- 日期：2016-02-01
摘要
Gambles are random variables that model possible changes in wealth. Classic decision theory transforms money into utility through a utility function and defines the value of a gamble as the expectation value of utility changes. Utility functions aim to capture individual psychological characteristics, but their generality limits predictive power. Expectation value maximizers are defined as rational in 經濟s, but expectation values are only meaningful in the presence of ensembles or in systems with 遍歷 properties, whereas decision-makers have no access to ensembles, and the variables representing wealth in the usual growth models do not have the relevant 遍歷 properties. Simultaneously addressing the shortcomings of utility and those of expectations, we propose to evaluate gambles by averaging w
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