基于效用曲线改进的前景理论价值函数  

Modified Value Function in Prospect Theory Based on Utility Curve

作　　者：马健[1] 孙秀霞[1] 

机构地区：[1]空军工程大学工程学院,陕西西安710038

出　　处：《信息与控制》2011年第4期501-506,共6页Information and Control

基　　金：中国博士后科学基金资助项目(2007042137);航空科学基金资助项目(20080896009)

摘　　要：针对选取前景理论函数参数时仅考虑决策的不理性而并未区分决策者的风险态度这一特点,基于效用曲线改进了前景理论价值函数的形式并扩展了其参数范围.该函数借鉴效用曲线依据曲线形状区分决策者风险态度的方法,同时对比已有的实验数据,得出价值函数曲线形状与决策者风险态度相关,为价值函数参数选取提供了一定的理论依据.计算实例表明,该方法便于参数选取,决策结果稳定、有效,此外,风险决策时决策结果受参考点变化的影响远大于决策者不同的风险态度,在实际决策时对于参考点的选取需要非常谨慎.According to the characteristic that irrationality of decision making is only considered and risk attitude of decision-maker is not distinguished when function parameters of value prospect theory is selected,the form of value function is modified and the range of function parameters is expanded based on utility curve.The function uses the utility curve method which distinguishes the risk attitude of decision-maker according to curve’s figure for reference,and the conclusion that curve’s figure of value function is related with risk attitude of decision-maker is elicited according to existed experimental data.This provides certain theoretical basis for selecting value of parameters in value function.The calculation example shows that the method is convenient for selecting parameters,and the decision-making result is stable and valid,and besides,the influence of various reference points on the result of risk decision making is bigger than various risk attitudes,thus their selection needs highly caution in actual decision-making.

关 键 词：效用曲线 前景理论 价值函数 

分 类 号：N94[自然科学总论—系统科学] O23[理学—运筹学与控制论]