模糊性情形下互动决策的行为探析Analysis of the Behavior in Interactive Decision-making under Ambiguous Situation
姚东旻,王麒植,庄颖
摘要(Abstract)：
决策是经济生活中不可回避的问题,当决策者不能确定事件发生的概率分布时,模糊性态度会对其行为选择产生影响。在互动决策中分析模糊性态度对行为选择的影响是一个有挑战的问题。文章探讨是否能够运用决策者在个人决策中的模糊性态度,解释和预测其在互动决策中的行为选择。文中设计了彩票实验、Ellsberg摸球实验和猎鹿博弈三个实验,在控制风险态度的基础上,将匹配概率带入到Choquet期望效用模型中得到理论预测,并与猎鹿博弈中的实际选择对比。结论显示:在模糊性情形下,决策者在个人决策和互动决策中的行为存在差异,个人决策中的匹配概率无法准确预测互动决策中的行为选择。这对于目前运用实验中测量的模糊性指标预测现实经济行为的方法提出了挑战。
关键词(KeyWords)： 个人决策;互动决策;匹配概率;模糊性态度;Choquet期望效用模型
基金项目(Foundation): 国家社会科学基金青年项目(编号15CJL020)的支持
作者(Author): 姚东旻,王麒植,庄颖
DOI: 10.16513/j.cnki.cje.20200927.001
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- ① 实际上Knight直接将非概率的未知称为“不确定性”(uncertainty),“模糊性”一词是由Ellsberg(1961)提出的。目前决策理论的习惯用法是用“不确定性”来统称风险和模糊性。
- (1)在双色球实验中,当被试在箱子K中红球比例10%～45%时都选择箱子U,50%～100%时都选择箱子K,则认为匹配概率=47.5%(45%与50%的均值),即盒子K中有47.5个红球时,被试认为已知箱子与未知箱子无差异。
- (2)需要注意的是,虽然模糊性猎鹿博弈将被试分为甲、乙两组,但仍然为被试内实验。
- (3)本文均不考虑获得无鹿信息的情况,后文所有关于行为选择的分析均特指获得有鹿信息。因为猎鹿博弈中实验设计控制了风险态度和模糊性来源,该意图主要体现在信息有鹿时。当信息无鹿时,被试A知道真实状态,猎兔为占优策略;被试B不知道真实状态,无法有效控制风险态度对行为选择的影响。