多先验期望效用模型

Multi-prior Expected Utility Model

本文介绍了Gilboa和Schmeidler(1989)提出的多先验期望效用模型,并将其思想引入Wald准则、乐观准则、Hurwitz准则及Laplace准则,推广了不确定性情况的选择理论.

This paper introduces Gilboa and Schmeidler's multi-prior expected utility model,then applies it to Wald's Criterion,Optimistic Criterion,Hurwitz's Criterion and Laplace's Criterion, extends the choice theory under uncertainty.