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1、决策理论与方法3a（Decisiontheoryandmethod3A）Thethirdchapter,thelossandriskutility(UtilityLoss,andRisk)ThischaptermainlyReferences:60,56,86,87,92129156169183184Section3-1utilitydefinitionsandaxiomsI.IntroductionAndwhyshouldweusetheutilityThecharacteristicsofdecisionproblem:thenaturalstateofuncertaintyin
2、probability;Thevaluetobedetermined:theconsequencesofutilitymeasure.1.invisibleconsequences,nondigitalquantity(suchasreputation,prestige,anumbrellatheconsequencesoftheproblem)tonumericalmeasure;2.evennumber(e.g.money)saidtheconsequencesofitsvalueremainstobedetermined,theconsequencesofthevalueofI
3、tdiffersfrommantoman.A:thesameis100yuanofmoneytothepoor,andthemillionaire'svalueisquitedifferent;forthesameperson,pennilesswhen100Yuanhas10000yuan,withtheincreaseof100yuanadifferentrole,thisistheedgevalueofmoney.Intwocases:Asthemathematicalmodeloftheactualcommercialbusiness,isofuniversalsignifi
4、canceSomepeoplethinkthatthebetasgifts,i.e.*fromtheabovetwoexamplesindicatedthatinthedecisionanalysis,howtodescribe(expression)theactualvalueoftheconsequences,sothatPeoplereflectthepreferenceorderdecisionproblem(preferenceorder)*isareflectionofpersonalitypreferenceorderandvalueviewofthedecision,
5、andthedecisionbythesocialandeconomicstatus,culturalliteracy,Thepsychologicalandphysiologicalstatus(body).Inadditionto*riskpreference,timepreference.I,thediscountrateisII,theotherTheutility(Utility)quantizationispreference,isthenumberof(realvaluedfunction).DanielBernoullipointedoutin1738:Ifapers
6、onisfacingfromagivenactionset(riskexpectationset)decisionproblemofchoice,ifheknewthatwithagivenlineThefutureofthenaturalstate,andthestateprobabilityisknownorcanbeestimated,thenheshouldchooseforallpossibleTheconsequencesofthepreferenceofthehighestexpectationsofaction.Definitiontwo,utility1.symbo
7、lsI,AB(APB)A(PreferreadbetterthanB:(ED)AtoB)AB(ARB)AisnotinferiortoBA~B(AIB)AB(Indifference)innodifferenceII,outlook(Prospect):possibleprospectTheconsequencesandconsequencesofprobabilitycombination(P=......)Notonlyconsidertheconse
