论文标题
随机非指望的实用程序：非唯一性
Random Non-Expected Utility: Non-Uniqueness
论文作者
论文摘要
在随机的预期效用中（Gul和Pesendorfer，2006年），偏好的分布是从随机选择中唯一可恢复的。本文通过两个例子表明，如果风险偏好是随机的，但不符合预期的效用理论，则这种独特性通常会失败。在首先，即使所有偏好都局限于中间阶层，也可以获得非唯一性（Dekel，1986），并且是单调的。第二个示例说明了随机选择行为与随机预期实用程序一致，这也与随机的非预期效用一致。另一方面，我们发现，如果风险偏好符合加权效用理论（Chew，1983），并且是一阶随机支配地位的单调，那么随机选择再次独特地识别偏好的分布。最后，我们认为，根据风险偏好的领域，如果可以使用有限数量的可行集合，则可以恢复唯一性。
In random expected utility (Gul and Pesendorfer, 2006), the distribution of preferences is uniquely recoverable from random choice. This paper shows through two examples that such uniqueness fails in general if risk preferences are random but do not conform to expected utility theory. In the first, non-uniqueness obtains even if all preferences are confined to the betweenness class (Dekel, 1986) and are suitably monotone. The second example illustrates random choice behavior consistent with random expected utility that is also consistent with random non-expected utility. On the other hand, we find that if risk preferences conform to weighted utility theory (Chew, 1983) and are monotone in first-order stochastic dominance, random choice again uniquely identifies the distribution of preferences. Finally, we argue that, depending on the domain of risk preferences, uniqueness may be restored if joint distributions of choice across a limited number of feasible sets are available.
