包容性属性价值函数与近CPT前景价值模型

发布时间：2018-02-01 08:05

本文关键词： 价值函数前景价值累积前景理论范围-频率理论需要层次理论　出处：《管理科学学报》2017年11期 　论文类型：期刊论文

【摘要】：为克服累积前景理论(CPT)不能同时解释Allias选择行为与强选择行为的内在缺陷并解决已有相关研究在价值函数上的学术分歧,在借鉴需要层次理论的基础上通过整合CPT与范围-频率理论,给出了一个能够包容(或近似包容)学术界迄今所提出的各种价值函数的新函数即包容性属性价值函数.然后,以CPT价值函数仅是包容性属性价值函数的近似为立足点,给出了包容性属性价值模型及内含性依赖该模型的近CPT包容性属性价值函数.之后,以该函数为基础给出了关于前景价值评价的近CPT前景价值模型.数值分析表明:近CPT前景价值模型既有能力同时解释Allias选择行为与强选择行为,又能够在输入信息可比的条件下给出与CPT前景价值模型保持高度一致的选择结论,从而直接证实了近CPT前景价值模型较之于原模型的相对合理性,间接证实了包容性属性价值函数较之于CPT价值函数的相对合理性.
[Abstract]:In order to overcome the inherent defects of Allias selection behavior and strong choice behavior, the cumulative foreground theory can not explain the inherent defects and resolve the academic differences in the value function. Based on the theory of hierarchy of needs, we integrate the theory of CPT with the theory of range-frequency. In this paper, we give a new function that can contain (or approximate) the various value functions that have been put forward by academic circles up to now, that is, the value function of inclusive attributes. Based on the fact that the CPT value function is only an inclusive attribute value function, an inclusive attribute value model and a near CPT inclusive attribute value function are given. Based on this function, a near CPT foreground value model for foreground value evaluation is given. The numerical analysis shows that:. The near CPT foreground value model has the ability to interpret both the Allias selection behavior and the strong selection behavior. It can also give a highly consistent selection conclusion with the CPT foreground value model under the condition of comparable input information, which directly confirms the relative rationality of the near CPT foreground value model compared with the original model. It is proved indirectly that the value function of inclusive attribute is more reasonable than that of CPT value function.
【作者单位】：吉林大学管理学院;
【基金】：国家自然科学基金资助项目(71371083) 长白山学者特聘教授奖励计划项目(2014018) 吉林大学高峰学科项目(2014GSGL)
【分类号】：O225
【正文快照】： 0引言为克服传统期望效用理论的内在缺陷(如出现Allias悖论)、更真实地反映决策主体的实际选择行为,Kahneman与Tversky从决策行为的有限理性出发提出了前景理论(prospect theory,PT)和累积前景理论(cumulative prospect theory,CPT)[1,2].CPT自提出后特别是2002年获得诺贝尔经

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