萨维奇确定性原则的逻辑与认知分析

Logical and Cognitive Analysis of Savage’s Sure-thing Principle

萨维奇将确定性原则作为其决策理论体系的一条重要公理,以确保决策者的偏好具有一致性。然而,确定性原则遭到了阿莱悖论等诸多难题的挑战,致使期望效用理论的合理性遭到质疑。从认知的角度看,确定性难题可以由框架错觉、不恰当的问题情境、非结果主义推理方式等非理性因素所导致。从逻辑的角度看,确定性难题源于人们错误地将确定性原则当作了一个逻辑原则。因而,在运用确定性原则时,必须注意它的应用条件和适用范围,或者引入非线性的决策权重以建构起更加具有解释力的权重效用理论,从而实现对确定性难题的消解。

To keep preferences of decision maker consistent,Savage introduces the sure-thing principle as one of the most important axioms in the axiomatization decision theory.However,the sure-thing principle has been challenged by Allais Paradox,etc.,then the rationality of expected utility theory as well.In fact,the sure-thing principle is the principle of rational choice only,but not logically necessary.For the solution of sure-thing puzzle,we can either take care of its conditions,or replace the decision probabilities with decision weights.By decision weights,we can develop the weighted utility theory,such that it is more expressive than expected utility theory.