哈工大 运筹学 第3讲课件.ppt

决策论初步;Decision theory You are self-interested and selfish Game theory So is everyone else “If it’s true that we are here to help others,then what exactly are the others here for?” - George Carlin ;引 言;引 言;引 言;引 言;引 言;引 言;引 言;决 策 树;Wikipedia ;What kinds of decisions need a theory?;不确定性与不确定条件下选择的公理;二、简单彩票和复合彩票(simple lottery compound lottery);定义，复彩：凡是奖品本身又具有不确定性的彩票称为复合彩票。 ;复合彩票的正式定义;三、不确定条件下选择的公理 ;死奉烈惋潍导搓注细糟喧让弊厌僳灵崎遥抚朴舰致慈惩藩吓蓬枣添像衰弹哈工大 运筹学 第3讲课件哈工大 运筹学 第3讲课件;拭屠扎箱四眷赘黑妹呢薛瑰椰记烩医翼惕髓频鸡摊芦嗡票揪耪假担秒膳窿哈工大 运筹学 第3讲课件哈工大 运筹学 第3讲课件;主 观 概 率;主 观 概 率;主 观 概 率;主 观 概 率;主观概率;主观概率;主 观 概 率;主 观 概 率;1是否改变最初的选择？ 2 如何才有最大可能得到最好的女孩？;效 用 函 数;效 用 函 数;VNM效用函数;VNM效用函数;效 用 函 数;风险度量;二、人们对风险的主观态度 １、效用函数凹性及其经济含义;凸效用函数( ) 表示风险爱好者(risk-loving) ;线性效用函数（ ）表示 风险中立者（risk-neutrial ) ;4、风险规避、风险中立与风险喜爱的定义 ;完全信息静态博弈;预备知识：理性选择理论（Theory of Rational Choice）;预备知识：理性选择理论（Theory of Rational Choice）;预备知识：理性选择理论（Theory of Rational Choice）;预备知识：理性选择理论（Theory of Rational Choice）;预备知识：理性选择理论（Theory of Rational Choice）;预备知识：理性选择理论（Theory of Rational Choice）;预备知识：理性选择理论（Theory of Rational Choice）;预备知识：理性选择理论（Theory of Rational Choice）;Instant exercise (payoff function for complementary goods) A person consumes two goods, which she regards as entirely complementary. One unit of either good is useless in the absence of one unit of the other good. (Think of left shoes and right shoes.) Find a payoff function that represents her preferences. ;There are two types of preferences Ordinal preferences Cardinal preferences Here we explain some characters of cardinal preferences ;Some topics of ordinal preferences. This means ;Some topics of ordinal preferences. This means She prefers the action a to b to c,but It does not tell us ‘how much’ she prefers a to b, or Whether she prefers a to b ‘more’ than she prefers b to c. ;Discussion In some circumstances a person may be primarily influenced by other people’s actions—perhaps her main motiva