不确定变量的效用函数

Utility functions of uncertain variables

在不确定理论的基础上,首先提出了不确定变量的效用函数的定义和效用准则.其次给出了不确定变量的效用函数的一些性质.最后介绍了不确定变量的效用函数的应用及举例.

Utility is an important concept in microeconomics.In this paper we propose the new concept of utility function of uncertain variable.Firstly,we present the definitions of utility function of uncertain variable and utility criterion.Secondly,some properties of utility function of uncertain variable are offered.Finally, some applications and examples are introduced.