In these notes, Professor Kreps surveys the standard models of choice under uncertainty that lie at the heart of microeconomic theory. Choice and preference, ordinal utility, von Neumann-Morganstern utility and utility functions for money, and subjective probability and subjective expected utility are among the standard topics covered. These notes provide a rigorous but accessi...
In these notes, Professor Kreps surveys the standard models of choice under uncertainty that lie at the heart of microeconomic theory. Choice and preference, ordinal utility, von Neumann-Morganstern utility and utility functions for money, and subjective probability and subjective expected utility are among the standard topics covered. These notes provide a rigorous but accessible introduction to the theory of choice for mathematically inclined undergraduates and/or graduate students in economics, finance, and related disciplines.
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Serious students of the subject can use this book as a chatty introduction to some of the basic ideas and logic, but it must be supplemented by a serious reference book. When I taught the course, I would send students to Fishburn's Utility Theory for Decision Makers, to Krantz et al. Foundations of Measurement, and of course, to Savage's Foundations of Statistics for the "real stuff"...In any case, much of what is reported here I learned by reading Fishburn, and an enormous intellectual debt is owed to him (查看原文)
1.All sorts of representations of preference total order by utility functions (in particular EU w/ objective prob. distribution (vNM)), or by subjective prob. measure (Savage), or by EU w/ subjective ...1.All sorts of representations of preference total order by utility functions (in particular EU w/ objective prob. distribution (vNM)), or by subjective prob. measure (Savage), or by EU w/ subjective prob. dist. (Anscombe-Aumann). 2.Uncertainty about future preference seems interesting.3. excellent pedagogic overview of individual choice thy.(展开)
1 有用 BrandonSLi 2018-09-19 22:30:02
一如既往膜K神。 其实从第8章主观概率开始就有些似懂非懂了，看了第二遍还没太大起色。尤其是Savage和de finetti那两章。 先放一放吧，算是囫囵吞枣地通读了。等学习不确定下选择时再仔细看几遍。
1 有用 脫繮的蛇肉堡 2015-01-24 21:21:10
[ch4-ch8] Best explanations of AA and Savage formulations.
0 有用 ffdo 2024-06-17 16:40:06 中国香港
笔记
0 有用 Welfare 2016-01-24 07:49:14
1.All sorts of representations of preference total order by utility functions (in particular EU w/ objective prob. distribution (vNM)), or by subjective prob. measure (Savage), or by EU w/ subjective ... 1.All sorts of representations of preference total order by utility functions (in particular EU w/ objective prob. distribution (vNM)), or by subjective prob. measure (Savage), or by EU w/ subjective prob. dist. (Anscombe-Aumann). 2.Uncertainty about future preference seems interesting.3. excellent pedagogic overview of individual choice thy. (展开)
0 有用 Frankie 2020-12-13 09:31:37
Decision theory