Notes on the Theory of Choice
出版时间
1988-05-12
ISBN
9780813375533
评分
★★★★★
书籍介绍
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.
用户评论
[ch4-ch8] Best explanations of AA and Savage formulations.
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.
A great introduction to decision theory , and readable
这本里面的决策模型比较经典，证明详细。想进一步了解decision under uncertainty，可用Itzhak Gilboa的书及新近的论文作拓展。
说起来也是祖师爷...果然...一看就喜欢赌博！
Decision theory
FFFF this!
Kreps是真的牛逼，要超越AR在我心中的地位了。
DT最经典的一本了。排版有待提升，以及真的不习惯把vNM写成NM...
写得是非常好了...当年的老师非常喜欢
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。