核事故早期应急群决策模型研究

有效快速的核事故早期应急决策,是核电站发生核事故后最后一道必要的屏障,因此决策的快速性与有效性至关重要。文章先构造效用函数,求出决策者的乐观系数,将决策判断矩阵中的区间值与模糊值精确化;在此基础上建立了个体与群体的决策模型,以提高决策的有效性。同时根据排序结果,构造群体与个体之间一致性判断矩阵,并根据判断矩阵进行交互与修改,使专家内部快速达成一致。最后通过算例说明方法的可行性。     

Optimal consumption and portfolio selection with negative wealth constraints,subsistence consumption constraints,and CARA utility

We consider the optimal consumption and portfolio selection problem with constant absolute risk aversion (CARA) utility. The economic agent in this model receives constant labor income, and her economic behavior is restricted on consumption and wealth, which are called the subsistence consumption constraint and the negative wealth constraint. We use the convex duality method to derive the value function and the optimal policies in closed-form solutions. Also we illustrate some numerical examples.     

国际工程项目的效用决策分析

国际工程项目投标对象的选择是一类典型的多目标决策问题。针对多目标、多标准决策中对多个选择项目的优劣判断较困难的情况下，提供了一种以效用作为统一各目标的评判标准的项目选择方法。效用理论作为科学决策的重要基本理论，在决策领域发挥着重要作用。基于效用理论及其对国际工程项目评价实用性分析，通过实例分析证明了其在国际工程中的应用价值。     

The impact of risk sharing on efficient decision

A group of risk-averse members must choose among monetary risks and payoff-sharing rules. Departure from the status quo requires unanimous consent. Such groups drill for oil, bail out nations, and make hostile takeover bids. Assume agreement on probabilities. As is well known, if all members have identically shaped HARA utility functions, efficient group act-choices follow another such function independently of payoff sharing. We show that all other groups inevitably have complex efficient behavior, accepting gambles among individually unacceptable lotteries in almost every status quo position. We also develop proper risk aversion for groups, and treat disagreement on probabilities.Support of the Associates of the Harvard Business School (Pratt) and the Business and Government and Energy and Environmental Policy Centers (Zeckhauser) is gratefully acknowledged. We received helpful comments from Scott Johnson, Mark Machina, and a referee. Jay Patel provided assistance beyond the call of collegiality.     

A Further Examination of Cumulative Prospect Theory Parameterizations

Recent experimental studies have focused on fitting parameterized functional forms to cumulative prospect theory's weighting function. This paper examines the behavioral implications of the functional forms and the estimated parameters. We find that none of the parameterizations can simultaneously account for gambling on unlikely gains and the Allais paradox behavior or other strong choice patterns from experiments. Parameter estimates that lead to reasonable amounts of insurance and gambling behavior tend to also generate large risk premia. Taken as a whole, the analysis suggests that the functional forms proposed in the literature are not suitable for generalization to applied settings.     

Sharing beliefs and the absence of betting in the Choquet expected utility model

Choquet expected utility maximizers tend to behave in a more “cautious” way than Bayesian agents, i. e. expected utility maximizers. We illustrate this phenomenon in the particular case of betting behavior. Specifically, consider agents who are Choquet expected utility maximizers. Then, if the economy is large, Pareto optimal allocations provide full insurance if and only if the agents share at least on prior, i. e., if the intersection of the core of the capacities representing their beliefs is non empty. In the expected utility case, this is true only if they have a common prior. Received: July 2000; revised version: May 2001     

Testing Theories of Choice Under Risk: Estimation of Individual Functionals

The method introduced here allows us to use a data set with a non-restricted number of outcomes, here 21. Hence, our method complements the other ones developed in the domain of the probability triangle. Individual parameters are estimated for expected utility and various non-expected utility theories. We use CRRA and CARA utility functions, both without and with the assumption of weakly concavity. Rank-dependent utility, prospective reference and cognitive consistency theories emerge from the others.An erratum to this article can be found at     

An application of a minimax Bayes rule and shrinkage estimators to the portofolio selection problem under the Bayesian approach

This paper shows that a minimax Bayes rule and shrinkage estimators can be effectively applied to portfolio selection under the Bayesian approach. Specifically, it is shown that the portfolio selection problem can result in a statistical decision problem in some situations. Following that, we present a method for solving a problem involved in portfolio selection under the Bayesian approach.     

What Can Decision Analysis Do for Invasive Species Management?

Decisions about management of invasive species are difficult for all the reasons typically addressed by multiattribute decision analysis: uncertain outcomes, multiple and conflicting objectives, and many interested parties with differing views on both facts and values. This article illustrates how the tools of multiattribute analysis can improve management of invasive species, with an emphasis on making explicit the social values and preferences that must inform invasive species management. Risk assessment protocols developed previously for invasive species management typically suffer from two interacting flaws: (1) separating risk assessment from risk management, thus disrupting essential connections between the social values at stake in invasive species decisions and the scientific knowledge necessary to predict the likely impacts of management actions, and (2) relying on expert judgment about risk framed in qualitative and value-laden terms, inadvertently mixing the expert's judgment about what is likely to happen with personal preferences. Using the values structuring and probability-modeling elements of formal decision analysis can remedy these difficulties and make invasive species management responsive to both good science and public values. The management of feral pigs in Hawaiian ecosystems illustrates the need for such an integrated approach.     

国际体坛反兴奋剂的经济学分析

国际体坛反兴奋剂问题不仅是法律问题、政治问题、医学问题,也是一个经济学问题。本文通过建立一个简单的效用函数,分析了运动员使用兴奋剂的成本和收益因素,并根据这些因素,提出了通过提高运动员使用兴奋剂行为的预期成本来减少兴奋剂使用行为的一些措施。