风险决策的情绪数理模型

An Algebraic Model Involving Emotions for Risky Decision Making

已有风险决策模型只能对部分个体的决策结果作出解释。其根本原因在于3个方面:没有将个体情绪包含在内,所采用的单一决策模式及单向数据拟合方法不合理。这些问题需要采用4项措施来解决。依据情绪函数的一般特性,为结果及其实现概率分别设计情绪函数。根据信息的控制加工逻辑,确定情绪函数之间的加和关系,用多模式决策替代单一模式决策。建立双向拟合方法,替代单向拟合方法。从而建立决策情绪模型,使所有个体的选择行为都获得解释。利用前景理论经典案例及14个异常行为案例,对所建模型进行了验证。所建模型为风险决策问题的解决提供了一个新的途径.

The existing risk decision-making models can only explain the selection results of some individuals. The fundamental reasons are attributed to three aspects: the emotion of an individual is not included;the single decision pattern and one-way data fitting method are unreasonable. The following four measures have been adopted to solve these problems.Emotion functions are designed for the outcome and its likelihood respectively, according to its general characteristics. The additive relation between emotion functions is determined, based on the controlled information processing model. A multiple decision pattern is used instead of the single decision pattern. Finally, a two-way fitting method is established to replace the one-way fitting one. Therefore, a risky decision-making model containing emotion is established to explain all individuals’ choices. The model is checked and verified by the classic cases of Prospect Theory and 14 anomalies. The developed model provides a novel solution to the problem of risky decision-making.