奈特不确定性下的行为决策理论研究综述

Knightian Uncertainty and Theory of Choice under Knightian Uncertainty

现代经济、金融理论主要研究决策者在面临不确定性条件下的个体选择的理论,这里的不确定性是指有一个确定概率测度的不确定性,也就是风险。所谓奈特不确定性是指不能用一个确定概率测度来描述的不确定性,它与风险是两个不同的概念。本文首先对有关奈特不确定性的行为决策理论的文献作了全面的综述;在此基础上,分析了行为决策科学发展过程中存在的问题,提出了进一步的研究领域。

Knightian uncertainty differs from risk in that it describes situations where randomness of an uncertain event faced by a decision maker cannot be adequately described by a probability measure.This paper reviews the recent advancements in the theory of choice under Knightian uncertainty.Finally making progress on the research was introduced,and prospect the researches in the future.