基于差分的等级依赖效用模型行为决策权重扩展

李伟兵; 王金山; 谢英超

基于差分的等级依赖效用模型行为决策权重扩展

引用本文：李伟兵，王金山，谢英超.基于差分的等级依赖效用模型行为决策权重扩展[J].经济数学,2015,(1):89-94

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作者	单位
李伟兵，王金山，谢英超	（陆军军官学院基础部，安徽合肥 230031）

中文摘要:基于等级依赖期望效用模型（RDEU），提供了一个简单但有效的行为决策权重扩展．因结果序列具有直线增长趋势，介绍一种基于一阶差分的新权重，并证明其对拆分效应的有效性．差分权重和RDEU权重的凸组合构成最终决策权重命名为D'-RDEU权重,它不仅可继承RDEU的优点，也可克服RDEU的两个不足．特别是，它通过拆分获得随机优势，可从理论上解释拆分效应．也提供了连续形式的D'-RDEU模型，连续模型的存在证明D'-RDEU比D-RDEU更实用．

中文关键词:权重等级依赖效用模型差分拆分效应随机优势

An Extension of Behavioral Decision Weight in RDEU with First-order Difference

Abstract:Based on the underlying rank-dependent expected utility (RDEU), we provide a simple but effective extension to the behavioral decision weight. As outcome series satisfies right a linear growth trend, we introduce a new type of weight based on first-order difference, and have proved its effectiveness on event-splitting effect. New weight and RDEU weight constitute final combined decision weight named D'-RDEU weight as final decision weight, which can not only inherit the advantages of RDEU but also can successfully overcome RDEU's two stubborn issues. Especially, it can theoretically explain event-splitting effect by making event-splitting obtaining stochastic dominance. At last, we provide the continuous form of D'-RDEU model. The existence of continuous D'-RDEU proves D'-RDEU is more functional than D-RDEU.

keywords:decision weight RDEU first-order difference event-splitting effect stochastic dominance

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