「心理的誤差」と非期待効用

Material type: 文書・図像類

Author: 尾崎, 裕之

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Publication date: 2013

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Note (General)：: type:text本研究の成果として、"Subjective error measure"と題する論文を完成させた。サベッジの主観的期待効用理論によると、意思決定者は、不確実性の下で、「二乗誤差」を最小化するように行動することが示される。しかし、意思決定者が、「二乗誤差」を用いて近似を行っていると決...

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科研費研究者番号 : 90281956

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Material Type: 文書・図像類
Title: 「心理的誤差」と非期待効用
Author/Editor: 尾崎, 裕之
Author Heading: 尾崎, 裕之
Publication Date: 2013
Publication Date (W3CDTF): 2013
Alternative Title: 「シンリテキゴサ」トヒキタイコウヨウ
"Shinriteki gosa" to hikitai koyo
Subjective error and non-expected utility
Periodical title: 科学研究費補助金研究成果報告書
Text Language Code: jpn
Subject Heading: 数理経済学
Target Audience: 一般
Note (General): type:text
本研究の成果として、"Subjective error measure"と題する論文を完成させた。サベッジの主観的期待効用理論によると、意思決定者は、不確実性の下で、「二乗誤差」を最小化するように行動することが示される。しかし、意思決定者が、「二乗誤差」を用いて近似を行っていると決めてかかって良い理由は特にない。当該論文では、サベッジの公理系を弱め、主観的な誤差の尺度を用いて近似を行うような意思決定者の行動を特徴付けた。伝統的な統計的意思決定理論と公理的意思決定理論の融合という新しい研究テーマの創出という観点から見て、一定の意義を持つ研究ではないかと考えている。 As a result of this research program, I completed a paper entitled "Subjective error measure." I will explain its motivation and results. The decision-maker who complies with Savage's axioms can be regarded as evaluating each act by solving a statistical inference problem, in which the estimation error is measured by the squared-error loss function. However, it is more desirable to derive a loss function, as well as the utility index and the subjective probability, from the decision-maker's own preference. I weaken Savage's axioms to characterize the preference which is based on the loss-minimization in the sense that the decision-maker evaluates each act by solving a statistical inference problem, in which the estimation error is measured by some loss function which may be different from the squared-error loss function. Also, the paper provides two examples of preferences which are based on the loss-minimization with the loss function more general than the squared-error loss function.
研究種目 : 基盤研究(C) 研究期間 : 2011～2013 課題番号 : 23530226 研究分野 : 社会科学科研費の分科・細目 : 経済学、理論経済学
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Related Material: 科研費研究者番号 : 90281956
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
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Original Data Provider (Database): 慶應義塾大学 : 慶應義塾大学学術情報リポジトリ