Teorija uporabnosti v negotovosti : delo diplomskega seminarja

Škrlj, Filip (author), Škulj, Damjan (mentor)

Subjektivna pričakovana verjetnost je trenutno dominanten model za preference agenta, ki izbira med dejanji. V delu diplomskega seminarja smo si ogledali kritike modela subjektivne pričakovane uporabnosti, kjer bomo osredotočeni predvsem na Ellsbergov paradoks. Ogledali smo si model pričakovane uporabnosti v negotovosti, ki sta ga leta 2014 zastavila Gul Faruk in Wolfgang Pesendorfer, in ugotovili, če je ta sposoben modelirati prej opisane mejne primere, s poudarkom na Ellsbergovem paradoksu. Prišli smo do zaključka, da je modeliranje Ellsbergovega paradoksa s pomočjo pričakovane uporabnosti v negotovosti mogoče, in si ogledali primer.

• Language: Slovenian
• Keywords: teorija izbire, pričakovana uporabnost v negotovosti, Ellsbergov paradoks, subjektivna pričakovana uporabnost
• Work type: Bachelor thesis/paper
• Organization: FMF - Faculty of Mathematics and Physics
• Year: 2022
• PID: 20.500.12556/RUL-141010
• UDC: 519.8
• COBISS.SI-ID: 122683651
• Publication date in RUL: 22.09.2022

Secondary language

• Language: English
• Title: Expected utility in uncertainty

Abstract

Subjective expected utility is currently the dominant model for preferences of an agent that chooses between acts. In this thesis we look at some of the critiques of the model, with special focus on the Ellsberg paradox. We then take a look at the expected utility in the uncertainty model proposed by Gul Faruk and Wolfram Pesendorfer, our main question being how the proposed model interacts with edge cases defined in the critiques of Subjective expected utility. We conclude that expected utility in uncertainty is capable of modeling the Ellsberg paradox in its entirety and we present an example.

• Keywords: teorija izbire, pričakovana uporabnost v negotovosti, Ellsbergov paradoks, subjektivna pričakovana uporabnost